chore(measure_theory/lebesgue_measure): review (#3686)
* use `ennreal.of_real` instead of `coe ∘ nnreal.of_real`;
* avoid some non-finishing `simp`s;
* simplify proofs of `lebesgue_outer_Ico/Ioc/Ioo`;
* add `instance : locally_finite_measure (volume : measure ℝ)`
instead of `real.volume_lt_top_of_bounded` and
`real.volume_lt_top_of_compact`.