`corner` breaks because of `chains` usage

[torfjelde]

Currently, something like

corner(chain[:, :, 2:3])

breaks because we use chains(chain) in the corner recipe:

MCMCChains.jl/src/plot.jl

Line 187 in ddac60f

ar = collect(Array(corner.c.value[:, corner.parameters,i]) for i in chains(corner.c))

This, IMO, also points to a slightly larger issue: chains can potentially return a sequence of indices that we cannot use to index into the given chain. For example, chain 🤷

Not entirely certain if we should change how chain works or not.