Tweak dependency checking in doc/conf.py.

[anntzer]

• Autogen most of the checked list.
• Replace outdated pydata_sphinx_theme entry.
• matplotlib and its dependency pillow don't need to be explicitly
  listed, as we already import matplotlib at the top of the file anyways
  so if it's not importable, we won't even reach _check_dependencies.

PR Summary

PR Checklist

Tests and Styling

• Has pytest style unit tests (and pytest passes).
• Is Flake 8 compliant (install flake8-docstrings and run flake8 --docstring-convention=all).

Documentation

• New features are documented, with examples if plot related.
• New features have an entry in doc/users/next_whats_new/ (follow instructions in README.rst there).
• API changes documented in doc/api/next_api_changes/ (follow instructions in README.rst there).
• Documentation is sphinx and numpydoc compliant (the docs should build without error).