Create object array for theta, n_replicas, ...

Not sure if this comment fits better here or to one of the function above, but I was thinking that maybe at the `ssms` level, we could be helped by allowing `theta` to come in as a `3D-array` where the first dimension is `n_replicas` e.g..

If we allow that as an input from the get-go, it could simplify some of the other logic?

_Originally posted by @AlexanderFengler in https://github.com/lnccbrown/ssm-simulators/pull/210#discussion_r2331547237_

Start by reviewing the ssms-level input handling and the discussion linked from pull request #210. Clarify the proposed 3D theta shape, how its first dimension maps to n_replicas, and which related arrays are included. Done means the input contract and resulting logic are agreed, with affected behavior and tests identified.

Written by the indexing model from the issue text.