Restore egg link names with dashes for now

[jaraco]

• Restore expectation that egg-link files will be named with dashes and not underscores for compatibility with older pips.
• Replace the incorrect phrase about 'unescaping' and instead clarify that the transformations are irreversible.
• Rearrange escaping functions to describe them in the order they should be used.
• Document the incorrect behavior revealed by [BUG] Setuptools 69.0.3 setup.py develop generates a .egg-link file with underscores in the name component #4167.
• Add a test capturing the desired expectation, marked as xfail for now.

Summary of changes

Ref #4167

Pull Request Checklist

• Changes have tests
• News fragment added in newsfragments/.
  (See documentation for details)