While working on this, I realize that some of our 'estimators' that have a `fit` and `transform` method do not inherit from the [TransformerMixin](https://scikit-learn.org/stable/modules/generated/sklearn.base.TransformerMixin.html#sklearn.base.TransformerMixin) class from scikit-learn wnere as I think they should. I wonder if there is any reason for this?
Originally posted by @Remi-Gau in https://github.com/nilearn/nilearn/issues/4724#issuecomment-2482903140