I have always been wondering why our tutorials are called plot_*, even though many tutorials do not produce a single plot. @hoechenberger pointed me to the reason, which is that this is just the default Sphinx naming scheme. However, we could change that (https://sphinx-gallery.github.io/stable/configuration.html#build-pattern). In fact, we only have plot_*.py files in our gallery folders, so we could easily create a rule that build all *.py files. WDYT?