[docs] Fix crash access to localStorage in Firefox

[brijeshb42]

This avoids the page crashing when accessed in Firefox with cookies disabled

• I have followed (at least) the PR section of the contributing guide.

Fixes #37514

[mui-bot]

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[oliviertassinari]

This makes sense, it's definitely not the first time I see this one https://github.com/mui/material-ui/pulls?q=is%3Apr+localStorage+is%3Aclosed. In MUI X, we even have an helper to detect when it's available https://github.com/mui/mui-x/blob/6be8bcbac5c6df70bf476005383df8731135f573/packages/grid/x-data-grid/src/utils/utils.ts#L13.

I find it concerning that Firefox doesn't allow people to persist the localStorage when cookies are disabled. There is no memory of what the previous session's settings were 🙃. But anyway, it's a tradeoff users are taking by disabling first-party cookies, so I think we are good.

[brijeshb42]

@oliviertassinari Can you approve it?

[oliviertassinari]

I try not to approve changes, so we don't depend on me 😁, it looks simple enough to be merged with little supervision 👍