Tweak axis_direction demo.

[anntzer]

• Show the curvilinear grid, without which the orientation of the ticks on the surrounding rectangular frame doesn't make much sense.
• Constrained layout works reasonably well enough, no need to set axes spacings by hand, but this exposed a bug where GridlinesCollection set paths to None (instead of an empty list), which breaks get_datalim (which calls len(paths)).
• Inline most intermediate constructs in setup_axes (avoiding lines like extreme_finder=extreme_finder).
• Many small style fixes.

Old: https://matplotlib.org/stable/gallery/axisartist/demo_axis_direction.html
New:

PR Summary

PR Checklist

Documentation and Tests

• Has pytest style unit tests (and pytest passes)
• Documentation is sphinx and numpydoc compliant (the docs should build without error).
• New plotting related features are documented with examples.

Release Notes

• New features are marked with a .. versionadded:: directive in the docstring and documented in doc/users/next_whats_new/
• API changes are marked with a .. versionchanged:: directive in the docstring and documented in doc/api/next_api_changes/
• Release notes conform with instructions in next_whats_new/README.rst or next_api_changes/README.rst

[timhoffm]

This is quite busy. Suggestions:

• Use a lighter gray for the grid. It only needs to be barely visible for orientation. The visual focus should still be on the ticks.
• switch from showing the direction via annotate() inside the axes to ax.set_title()

[anntzer]

Good ideas, fixed: