You might be interested in the fact that as of matplotlib version 2.1 the second code from the question works fine as well.
From the change log:
Figure class now has subplots method The Figure class now has a subplots() method which behaves the same as pyplot.subplots() but on an existing figure.
Example:
import matplotlib.pyplot as plt
fig = plt.figure()
axes = fig.subplots(nrows=2, ncols=2)
plt.show()