Default MvNormal covariance doesn't make sense

[ricardoV94]

https://github.com/pymc-devs/pytensor/blob/5d4b0c4b9a1e478dda48e912ee708a9e557e9343/pytensor/tensor/random/basic.py#L897-L903

It is not allowed to broadcast with mu so it should be aware of its shape. And should probably be eye(mu.shape[-1]), not ones. Or we can just remove it, since numpy does not provide a default covariance either?