Update sphinx gallery pin

[hmaarrfk]

Description

Closes #6030

Checklist

• Docstrings for all functions
• Gallery example in ./doc/examples (new features only)
• Benchmark in ./benchmarks, if your changes aren't covered by an
  existing benchmark
• Unit tests
• Clean style in the spirit of PEP8
• Descriptive commit messages (see below)

For reviewers

• Check that the PR title is short, concise, and will make sense 1 year
  later.
• Check that new functions are imported in corresponding __init__.py.
• Check that new features, API changes, and deprecations are mentioned in
  doc/release/release_dev.rst.

[jni]

@hmaarrfk I don't think this is correct: I think any version of sphinx-gallery prior to 0.10.1 will break with new sphinx. ie we need:

sphinx>=1.8,<4.3
sphinx-gallery

OR

sphinx>=1.8
sphinx-gallery>=0.10.1

I don't think pip lets one specify such complex dependencies, so I think we should just bite the bullet and depend on sphinx-gallery 0.10.1+.

[hmaarrfk]

hmmm. ok. let's see what the latest builds say. i guess I'm building 0.9 and 4.3 now and we can check the compatibility issues.

otherwise, i agree that we should depend on 0.10.1+

[hmaarrfk]

Seems like you are right. I added a comment in case downstream wants to rebuild docs (not sure who does that) but let me know if there is anything else.

[grlee77]

don't know what is going on with that mini-req case failure on GHA.
The Azure failure is related to #6019
neither seems related to the changes in this PR