Warn if a temporary config/cache dir must be created.

[anntzer]

Paying the cost of regen'ing the font cache on every import seems a bit
silly when one can just set MPLCONFIGDIR to a persistent directory.
Moreover the tmpdir approach is brittle against forking; this is fixable
but somewhat complex to do.

Closes #15911, see also #832 (see discussions in both of them).
Edit: also closes #16677.

PR Summary

PR Checklist

• Has Pytest style unit tests
• Code is Flake 8 compliant
• New features are documented, with examples if plot related
• Documentation is sphinx and numpydoc compliant
• Added an entry to doc/users/next_whats_new/ if major new feature (follow instructions in README.rst there)
• Documented in doc/api/api_changes.rst if API changed in a backward-incompatible way

[dstansby]

Would be good to have a test that the warning is being thrown, which I guess is possible by setting 'MPLCONFIGDIR' to a path that can't be made

[anntzer]

Ah, good catch re: testability, didn't think of that possibility, done.

[anntzer]

looks like chmod() doesn't work that easily on Windows (https://docs.python.org/3/library/os.html#os.chmod); possibly fixable but I'm going to claim that a non-writable home directory is sufficiently uncommon on Windows that we can skip the test there (and in any case the actual functionality should still work there).

[anntzer]

@dstansby good to go?

[anntzer]

rebased

There's a test.