Fix TransformedTargetRegressor should automatically set_fit_request on internal LinearRegression

[StefanieSenger]

This raises an error that the user cannot do anything about, since instead we should internally set_ fit_request:

import numpy as np
from sklearn.compose import TransformedTargetRegressor
from sklearn.utils._metadata_requests import process_routing

print(process_routing(TransformedTargetRegressor(), "fit", sample_weight=np.array([1,1,2])))

I would like to investigate and make a PR to fix.