[Navigation]: Navigation component works slightly differently to other components

[fallaciousreasoning]

In brave/brave-core#25764 I've been migrating over to the navigation component. There are a few issues I've encountered:

1. Active Navigation entry isn't highlighted
2. If you nest a NavigationItem in a Navigation everything works but you get a weird • before the NavigationItem - if you add a NavigationMenu inside the Navigation it looks okay
3. NavigationItem icons can only be set via a property, instead of via a slot, like in other components
4. Storybook doesn't document the props on NavigationItem or NavigationMenu and it's kinda hard to guess how to use the component.
5. isCurrent isn't implied by the current window hash matching the current NavigationItem href

cc @AlanBreck