[Feature request] Set market alpha in legend in object interface

[josh-wilde]

Hi! I love using the object interface, but as far as I know there is no way to set the marker alpha in the legend to be different than the marker alpha in the plot. This is a problem for plots where I want to have a very low alpha in the plot itself, but I want the color differences to be visible in the legend.

This does not seem to be an issue in the original interface. For example, when I set alpha=0.05 in a sns.scatterplot() call, the legend alpha appears to remain set to 1. I'd love to be able to replicate this behavior with the object interface.

Thank you!