Arg. to avoid escaping backslahes (escape_string) (#38597)
* Arg. to avoid escaping backslahes (escape_string)
This commit adds an argument to `escape_string` to assume that all
backslashes (`\\`) are already escaped. Hence, `\\cdot` becomes `\\cdot`
instead of `\\\\cdot`.
The default value to this argument is `false`. Hence, this does not
break any existing code since `escape_string` behaves exactly the same
as before if no additional option is passed.
Closes #34042
* Replace `bsescaped` arg. with `keep` keyword
* Update NEWS.md
* Fix doc tests
* Add compat annotation
Co-authored-by: Ronan Arraes Jardim Chagas <ronan.arraes@MacBook-Pro-de-Ronan.local>