Deprecate returning extras with grads

[carmocca]

What does this PR do?

Fixes #7882 (comment)
cc: @kandluis @simran2905

Before submitting

• Was this discussed/approved via a GitHub issue? (not for typos and docs)
• Did you read the contributor guideline, Pull Request section?
• Did you make sure your PR does only one thing, instead of bundling different changes together?
• [n/a] Did you make sure to update the documentation with your changes? (if necessary)
• Did you write any new necessary tests? (not for typos and docs)
• Did you verify new and existing tests pass locally with your changes?
• Did you update the CHANGELOG? (not for typos, docs, test updates, or internal minor changes/refactorings)

PR review

• Is this pull request ready for review? (if not, please submit in draft mode)
• Check that all items from Before submitting are resolved
• Make sure the title is self-explanatory and the description concisely explains the PR
• Add labels and milestones (and optionally projects) to the PR so it can be classified

[codecov]

Codecov Report

Merging #7994 (a4d1176) into master (78a14a3) will decrease coverage by 0%.
The diff coverage is 100%.

@@          Coverage Diff           @@
##           master   #7994   +/-   ##
======================================
- Coverage      92%     91%   -0%     
======================================
  Files         207     207           
  Lines       13368   13383   +15     
======================================
- Hits        12238   12217   -21     
- Misses       1130    1166   +36     

[awaelchli]

LGTM
you have some commented lines which would need removal :)

[tchaton]

LGTM !