Matplotlib default legend locations do not work with PCA plotting

[jlehrer1]

Note: Please read this guide detailing how to provide the necessary information for us to reproduce your bug.

Minimal code sample (that we can copy&paste without having any data)

import scanpy as sc 
import random 
import numpy as np

data = sc.datasets.pbmc3k()
sc.pp.pca(data)

# Make a dummy label column
data.obs['rand'] = np.random.randint(0, 5, data.obs.shape).astype(str)

sc.pl.pca(
    data,
    color='rand',
    legend_loc='upper right',  #or any other default in matplotlib 
)

You will see that the plot does not have any visible legend at all. This is consistent with other legend locations that are not 'on data' or 'None'

---

anndata 0.8.0 scanpy 1.9.1

PIL 9.0.1 appnope 0.1.2 asttokens NA attr 21.4.0 backcall 0.2.0 beta_ufunc NA binom_ufunc NA cffi 1.15.0 colorama 0.4.4 cycler 0.10.0 cython_runtime NA dateutil 2.8.2 debugpy 1.5.1 decorator 5.1.1 defusedxml 0.7.1 entrypoints 0.4 executing 0.8.3 fastjsonschema NA fontTools 4.33.3 google NA h5py 3.6.0 hypergeom_ufunc NA idna 3.3 ipykernel 6.13.0 ipython_genutils 0.2.0 ipywidgets 7.7.0 jedi 0.18.1 joblib 1.1.0 jsonschema 4.5.1 kaleido 0.2.1 kiwisolver 1.3.2 llvmlite 0.38.0 matplotlib 3.5.1 matplotlib_inline NA mpl_toolkits NA natsort 8.1.0 nbformat 5.4.0 nbinom_ufunc NA numba 0.55.1 numpy 1.20.3 packaging 21.3 pandas 1.4.1 parso 0.8.3 pexpect 4.8.0 pickleshare 0.7.5 pkg_resources NA plotly 5.8.0 prompt_toolkit 3.0.20 psutil 5.9.0 ptyprocess 0.7.0 pure_eval 0.2.2 pvectorc NA pycparser 2.21 pydev_ipython NA pydevconsole NA pydevd 2.6.0 pydevd_concurrency_analyser NA pydevd_file_utils NA pydevd_plugins NA pydevd_tracing NA pygments 2.12.0 pynndescent 0.5.7 pyparsing 3.0.9 pyrsistent NA pytz 2022.1 scipy 1.8.0 session_info 1.0.0 setuptools 61.2.0 six 1.16.0 sklearn 1.0.2 sphinxcontrib NA stack_data 0.2.0 tenacity NA threadpoolctl 3.1.0 tornado 6.1 tqdm 4.64.0 traitlets 5.1.1 typing_extensions NA umap 0.5.3 wcwidth 0.2.5 yaml 6.0 zipp NA zmq 22.3.0

IPython 8.2.0 jupyter_client 7.2.2 jupyter_core 4.9.2 notebook 6.4.11

Python 3.9.12 (main, Apr 5 2022, 01:53:17) [Clang 12.0.0 ] macOS-10.16-x86_64-i386-64bit

Session information updated at 2022-05-30 13:19