[MNT] remove soft dependency import warnings in modules and documented requirements to add these

[fkiraly]

Previously, modules that contained objects with soft dependencies were raising import warnings.
This would raise a lot of warnings in crawling based utilities such as all_estimators (and cause those utilities to have a longer runtime than otherwise).

In many cases, the warnings would be raised without a clear reason visible to the user, and would confuse more than they would help - contributing to some user frustration.
The information is still raised as an error when users try to construct the estimators in question - and there cause and effect are much clearer. Therefore, I would argue that it is an improvement to get rid of the module warnings.

This PR removes both the existing warnings in estimator modules and the convention itself:

• removed all calls to _check_soft_dependencies with warning level at module import, in estimator modules
• removed the instruction to write such checks from all extension templates
• removed the bullet point in the dependency handling guide that asked to add these, and rewrote adjacent content for coherence