Right now on_new_rule just filters out any rules that require a RuleConfig argument.
Which is for e.g. rules that need to call back into the AD system.
See ChainRulesCore docs https://juliadiff.org/ChainRulesCore.jl/dev/config.html
That is the safe and easy thing to do.
but we should probably make it possible to get them.
Maybe push the filtering of those out on to the end-user.