Clarify Lasso[Selector] demos

Nobody has claimed this yet.

### Problem
It is not easy to figure out the differences between the [Lasso Demo](https://matplotlib.org/devdocs/gallery/event_handling/lasso_demo.html#sphx-glr-gallery-event-handling-lasso-demo-py) and the [Lasso Selector Demo](https://matplotlib.org/devdocs/gallery/widgets/lasso_selector_demo_sgskip.html#sphx-glr-gallery-widgets-lasso-selector-demo-sgskip-py). There is some redundancy between them

The Lasso Demo explanation contains this off putting sentence:

> This is currently a proof-of-concept implementation (though it is usable as is). There will be some refinement of the API.

Furthermore, despite both `Lasso` and `LassoSelector` being in `widgets.py` the `Lasso Demo` is under the Event Handling sections of the gallery - which I find confusing.

https://matplotlib.org/3.3.2/gallery/widgets/lasso_selector_demo_sgskip.html and It not eas

### Suggested Improvements

1. Move `Lasso Demo` under the widgets examples
2. remove the sentence about proof of concept implementation from Lasso Demo.
3. Add a recommendation (and link to demo) to use `LassoSelector` for selecting points to the explanatory paragraph in `Lasso Demo`
- Both examples should probably cross reference eachother actually
4. Create an example showcasing the difference between `Lasso` and `LassoSelector` (After a cursory read I don't see why I wouldn't always prefer the latter)

**Matplotlib version**
* Matplotlib documentation version: devdocs/3.3.3

Read the linked gallery examples for Lasso and LassoSelector, along with widgets.py, to compare their purpose and placement. Move the Lasso demo under widgets, remove the outdated proof-of-concept wording, and add cross-references or a comparison example explaining when to use each. Confirm both demos build and render correctly in the documentation gallery.

Written by the indexing model from the issue text.