I don't understand why this would be a good idea? If we explicitly need to catch a warning can't we do it in the plot code?

If we explicitly need to catch a warning can't we do it in the plot code?

Yes, but that would distract from the plot code. In the original use case, the plot still works - the warnings were of the font not found/missing glyph but fallback variety.

I don't think we should have code that warns in the docs unless we make it clear to users. If you have the distracting filter in there, at least it's clear to potential users that the warning may be triggered.

I don't think we should have code that warns in the docs

We already do, we just use simplefilters to keep it out of the doc builds. This was for the use cases where a bulk filter isn't appropriate. Though granted, I also kinda wrote those more as a debugging aide that's nice to have in the directive than necessarily something I think is broadly good practice.

sphinx-gallery/sphinx-gallery#930 seems like a more elegant version of this