Add deprecation warning for sqlalchemy <2.

[kklein]

The release of sqlalchemy version 2.0.0 dates back more than three years by now. The backend-specific libraries we rely on all have support for sqlalchemy 2.0.0, too.

Since supporting both sqlalchemy 1.* and 2.* makes our code more complicated and our testing and CI more involved, I suggest to remove support for it. As a first step, I would like to create a release with a deprecation warning.

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 92.86%. Comparing base (706bd0b) to head (e21d2e3).
⚠️ Report is 1 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main     #312      +/-   ##
==========================================
+ Coverage   92.56%   92.86%   +0.30%     
==========================================
  Files          21       21              
  Lines        2057     2061       +4     
==========================================
+ Hits         1904     1914      +10     
+ Misses        153      147       -6     

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[kklein]

We have never tested BigQuery against sqlalchemy versions >=2 so far. I think that before we deprecate slqalchemy <2, I think that it'd be great to make sure everything works fine.

@ivergara Do you happen to have an idea as to what the necessary next steps to mage BigQuery work in CI consist of?

Edit: @pavelzw was so kind to help out :)

[kklein]

Unrelated correction of a URL that hasn't been updated since the mkdocs migration.