[BUG] Support gym 0.25 new rendering API

[vmoens]

Describe the bug

Gym introduced a BC-breaking change in their rendering API.
See issue here and PR here.
This breaks our pixel-rendering API.

We need to either (1) set render_mode automatically or (2) make sure the user sets it when needed (including updating docs and tests)

[vmoens]

Closed as of #346 and gym 0.25.1