use new step API, and solve some pylance errors

[saleml]

Description

This PR utilizes the new step API of gym (introduced in version 0.25). Whenever gym.make is called, the argument new_step_api=True is passed.

Type of change

• [x] Breaking change (fix or feature that would cause existing functionality to not work as expected)
• [x] This change requires a documentation update

Checklist:

• [x] I have run the pre-commit checks with pre-commit run --all-files (see CONTRIBUTING.md instructions to set it up)
• [x] I have commented my code, particularly in hard-to-understand areas
• [x] I have made corresponding changes to the documentation
• [x] My changes generate no new warnings
• [ ] I have added tests that prove my fix is effective or that my feature works
• [x] New and existing unit tests pass locally with my changes

[pseudo-rnd-thoughts]

Personally, I would like to make a full release that works with the old step API for users that want to use gym up to v0.26 Therefore, I wish to merge this later

[pseudo-rnd-thoughts]

The changes look good To fix the CI, I think it needs to be pytest.warns([]) if there are no warnings Secondly, in v0.26 of gym (not released), we can most likely changing the name of gym.make(..., new_step_api=True) to gym.make(..., apply_step_compatibility=False).

As gym v0.26 is aiming to be released next week (hopefully), then Im hoping to merge this just after to be compatible with it Are you good with that?