CI: Improve the Style Checks workflow to enforce underscores for both files and directories

[seisman]

In #3703, we added a step to check that all Python files and directories use underscores, not hyphens, in their names.

This PR extends it to check all files.

There are a few exceptions and are ignored:

$ git ls-files | grep '-'
.github/ISSUE_TEMPLATE/1-bug_report.yaml
.github/ISSUE_TEMPLATE/2-feature_request.yaml
.github/ISSUE_TEMPLATE/3-module_request.md
.github/ISSUE_TEMPLATE/4-release_checklist.md
.github/ISSUE_TEMPLATE/5-bump_gmt_checklist.md
.github/release-drafter.yml
.github/workflows/check-links.yml
.github/workflows/format-command.yml
.github/workflows/publish-to-pypi.yml
.github/workflows/release-baseline-images.yml
.github/workflows/release-drafter.yml
.github/workflows/slash-command-dispatch.yml
.pre-commit-config.yaml
doc/_static/agu2017-poster.jpg
doc/_static/agu2019-poster.jpg
doc/_static/aogs2018-poster.jpg
doc/_static/fonts/Atkinson-Hyperlegible-Bold-102a.woff2
doc/_static/fonts/Atkinson-Hyperlegible-BoldItalic-102a.woff2
doc/_static/fonts/Atkinson-Hyperlegible-Italic-102a.woff2
doc/_static/fonts/Atkinson-Hyperlegible-Regular-102a.woff2
doc/_static/scipy2017-youtube-thumbnail.png
doc/_static/scipy2018-youtube-thumbnail.png
doc/_static/scipy2022-youtube-thumbnail.jpg
pygmt/tests/baseline/test_pygmtlogo_design_circle-horizontal.png
pygmt/tests/baseline/test_pygmtlogo_design_circle-vertical.png
pygmt/tests/baseline/test_pygmtlogo_design_hexagon-horizontal.png
pygmt/tests/baseline/test_pygmtlogo_design_hexagon-vertical.png

[yvonnefroehlich]

Maybe we should use only underscores in the file names of this test images:

pygmt/tests/baseline/test_pygmtlogo_design_circle-horizontal.png
pygmt/tests/baseline/test_pygmtlogo_design_circle-vertical.png
pygmt/tests/baseline/test_pygmtlogo_design_hexagon-horizontal.png
pygmt/tests/baseline/test_pygmtlogo_design_hexagon-vertical.png

[seisman]

These names are auto-generated and we can't change them