• Stash all the relevant variables (start click position, start click
  button, list of axes, callback id) into a single dict (_zoom_info).
• start_x/start_y is the same for all axes (it's in screen coordinates)
  so just store it once (under start_xy) instead of repeatedly.
• Immediatedly exit if no axes are selected (not axes) instead of
  later checking self._xypress.
• Remove the "cancel zoom if another button is pressed feature": that
  second button is going to get released anyways, so the release_event
  for that second button is going to handle the cancellation just fine.
  (More specifically, the second button press will throw away the first
  zoom and start a new zoom session from the new starting point, and
  then the button release will be detected as a zoom cancelled because
  <5px.)
• Simplify twinx/y detection.
• Resolve zoom direction from the beginning.

PR Summary

PR Checklist

• Has Pytest style unit tests
• Code is Flake 8 compliant
• New features are documented, with examples if plot related
• Documentation is sphinx and numpydoc compliant
• Added an entry to doc/users/next_whats_new/ if major new feature (follow instructions in README.rst there)
• Documented in doc/api/api_changes.rst if API changed in a backward-incompatible way