Use native legends when converting from matplotlib

[robertoffmoura]

Use native legends (showlegend = true) instead of recreating them using shapes and annotations.

• I have read through the contributing notes and understand the structure of the package. In particular, if my PR modifies code of plotly.graph_objects, my modifications concern the code generator and not the generated files.
• I have added tests or modified existing tests.
• For a new feature, I have added documentation examples (please see the doc checklist as well).
• I have added a CHANGELOG entry if changing anything substantial.
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[emilykl]

Thank you for the contribution @robertoffmoura ! This is great.

Could you run ruff format on the modified files and commit the changes, so that the code_formatting CI job will pass?

(There's a failure in build as well but that one looks unrelated to this PR.)

[robertoffmoura]

Thanks, Emily! Done, just pushed a new commit after running ruff format.