Major Description
Current connect `Collect()` return Pandas DataFrame, which does not match with PySpark DataFrame API: https://github.com/apache/spark/blob/ceb8527413288b4d5c54d3afd76d00c9e26817a1/python/pyspark/sql/connect/data_frame.py#L227.
The underlying implementation has been generating Pandas DataFrame though. In this case, we can choose to use to `toPandas()` and throw exception for `Collect()`.
