Use lambdas to prevent gc'ing and deduplication of widget callbacks. - #18923

This makes the behavior of widget callbacks more consistent with the old
behavior (of using strong refs), and also more consistent with other
widgets which don't rely on CallbackRegistry at all, such as
SpanSelector and Lasso.

See #18226 (comment).

PR Summary

PR Checklist

• Has pytest style unit tests (and pytest passes).
• Is Flake 8 compliant (run flake8 on changed files to check).
• New features are documented, with examples if plot related.
• Documentation is sphinx and numpydoc compliant (the docs should build without error).
• Conforms to Matplotlib style conventions (install flake8-docstrings and run flake8 --docstring-convention=all).
• New features have an entry in doc/users/next_whats_new/ (follow instructions in README.rst there).
• API changes documented in doc/api/next_api_changes/ (follow instructions in README.rst there).