TST/DEP: drop `pytest-cov` as a test dependency

Part of #18782
The motivation is essentially the same as #18783: cut the middle man and use `coverage` directly, eliminating a direct dependency (and transitive ones that may come with it).

Completely ridding ourselves of this plugin requires #18783, but we can also stop using it even if it's still installed.
Note that `pytest-cov` is *documented* as the way we do things, so this change also requires updating the documentation

Review the related work in #18782 and #18783 first, then locate the test configuration and documentation that describe pytest-cov. Update the test workflow to use coverage directly and revise the documented instructions; done means pytest-cov is no longer used directly and the documentation matches the workflow.

Written by the indexing model from the issue text.