Improve button group styles v2

[trizotti]

• [x] I have followed (at least) the PR section of the contributing guide.

This is a try for updating the styles as suggested in this comment (v2) of #35045.

[mui-bot]

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[mnajdova]

I am closing the PR as per https://github.com/mui/material-ui/issues/35045#issuecomment-1311630051 - this would be a breaking change, and we are anyway moving to Material You with the next major, so likely this won't fly. cc @DiegoAndai for considering this for Material You v6.