Improve the experience of the client-side-routing chapter in the remix tutorial project

[GOWxx]

In the current tutorial, the program changes brought by changing the sidebar <a href> to <Link to> have actually occurred, but there is no obvious indication in terms of interaction. It's true that it's not requesting documents anymore, but users may easily get confused and wonder if something went wrong because clicking on <Link to> doesn't have any visual effect on the page. Therefore, it is suggested to improve this part of the experience by clearly showing that the current client-side content has changed on the page, in order to reduce possible confusion for beginners when learning and practicing this chapter of the tutorial.

Related link: https://remix.run/docs/en/main/start/tutorial#client-side-routing
Related repo link: https://github.com/remix-run/remix/tree/main/templates/remix-tutorial