This is a follow up of astropy/astrowidgets#162 and discussed at Astropy Coordination Meeting 2023.
We deprecate all the load_* methods and only have one load method. It is up to each backend what file format it wants to support. For instance, Jdaviz might want to support JWST and Roman ASDF files but Matt who wants to teach an intro astro class with the widget wouldn't care about those.