Remove support for "dims on the fly"

[ricardoV94]

Closes #6085

Checklist

• Explain important implementation details 👆
• Make sure that the pre-commit linting/style checks pass.
• Link relevant issues (preferably in nice commit messages)
• Are the changes covered by tests and docstrings?
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Major / Breaking Changes

• Dims can no longer be implied by the size of a variable or observed, they must always be defined in advance

Bugfixes / New features

• ...

Docs / Maintenance

• ...

[ricardoV94]

Marking as a draft because some checks we had in model.set_data may no longer make sense?

[codecov]

Codecov Report

Merging #6112 (cc02373) into main (c58ceb2) will decrease coverage by 0.00%.
The diff coverage is 100.00%.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #6112      +/-   ##
==========================================
- Coverage   91.37%   91.36%   -0.01%     
==========================================
  Files         101      101              
  Lines       20887    20865      -22     
==========================================
- Hits        19085    19064      -21     
+ Misses       1802     1801       -1     

Impacted Files	Coverage Δ
pymc/distributions/distribution.py	94.03% <100.00%> (-0.19%)	⬇️
pymc/distributions/shape_utils.py	98.95% <100.00%> (+0.51%)	⬆️
pymc/tests/distributions/test_shape_utils.py	99.73% <100.00%> (-0.01%)	⬇️
pymc/distributions/timeseries.py	77.56% <0.00%> (-0.97%)	⬇️
pymc/parallel_sampling.py	86.79% <0.00%> (+0.99%)	⬆️

[ricardoV94]

Failing test is unrelated: #6091