DOC: Investigate pruning toctrees with `sphinx-remove-toctrees`

[mroeschke]

From https://pydata-sphinx-theme.readthedocs.io/en/stable/user_guide/performance.html#selectively-remove-pages-from-your-sidebar, we may be generating unnecessary pages that may be slowing down the doc building process. We would need to audit which pages don't need toctrees and use sphinx-remove-toctrees to ignore them

[jorisvandenbossche]

For some background: the original issue at the theme side about those performance issues is pydata/pydata-sphinx-theme#364, and I implemented a workaround for pandas (#40761) before the sphinx-remove-toctrees alternative was developed (pydata/pydata-sphinx-theme#492).

It would be interesting to check how sphinx-remove-toctrees compares with our current solution in terms of both build performance and resulting UI.