Update sphinx-gallery settings to support version >=0.11

[oruebel]

Motivation

Add 'nested_sections': False setting for sphinx-gallery to force using the orginial behavior for generating the page index to allow us to use the latest versions of sphinx-gallery (>=0.11) instead of having to fix the version to 0.10.1

This PR reverts the changes from #1728 such that the version of sphinx-gallery is no longer fixed.

Checklist

• Did you update CHANGELOG.md with your changes?
• Have you checked our Contributing document?
• Have you ensured the PR clearly describes the problem and the solution?
• Is your contribution compliant with our coding style? This can be checked running flake8 from the source directory.
• Have you checked to ensure that there aren't other open Pull Requests for the same change?
• Have you included the relevant issue number using "Fix #XXX" notation where XXX is the issue number? By including "Fix #XXX" you allow GitHub to close issue #XXX when the PR is merged.

[codecov]

Codecov Report

Merging #1733 (45a1bc7) into dev (c881c68) will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##              dev    #1733   +/-   ##
=======================================
  Coverage   91.96%   91.96%           
=======================================
  Files          27       27           
  Lines        2602     2602           
  Branches      680      680           
=======================================
  Hits         2393     2393           
  Misses        134      134           
  Partials       75       75           

Flag	Coverage Δ
integration	71.32% <ø> (ø)
unit	83.62% <ø> (ø)

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