ENH: Improve performance of `np.save` for small arrays (gh-18657)

* ENH: Remove call to `_filter_header` from `_write_array_header`

Improve performance of `np.save` by removing the call
when writing the header, as it is known to be done in Python 3.

* ENH: Only call `_filter_header` from `_read_array_header` for old vers

Improve performance of `np.load` for arrays with version >= (3,0)
by removing the call, as it is known to be done in Python 3.

* ENH: Use a set of keys when checking `read_array`

Improve performance of `np.load`.

* DOC: Improve performance of `np.{save,load}` for small arrays

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