Describe the workflow you want to enable

Other linear models on https://scikit-learn.org/1.5/modules/linear_model.html have regularization that doesn't depend on the dataset size

Describe your proposed solution

It would be good to either change the behavior or document it very very very clearly, not only in the user guide as it is now but also in the model documentation.

Describe alternatives you've considered, if relevant

No response

Additional context

No response