This PR started because I noticed most of the functions in `import_utils.py` were effectively dead code. It spiraled out a bit from there to remove _almost all_ of `import_utils.py` in favor of:

- Using `pytest.importorskip` to handle conditional imports in tests. This is the proper `pytest` pattern to do this, and is both easier to get correct and uses fewer lines of code.
- Localized import checks (see `hdbscan.pyx`). Keeping the import check local to the module is easier to read IMO, and also helps avoid dead code accumulating in a global utils file.
- No import checks. Things like `cupy` are required dependencies and don't need to be gated at all.

The remaining functions will be removed in other PRs:

- `has_dask` will go away once `dask` is made optional (see #5934)
- `has_scipy` is removed in #6596
- `has_sklearn` will go away once `sklearn` is made a required dependency

Authors:
  - Jim Crist-Harif (https://github.com/jcrist)

Approvers:
  - Simon Adorf (https://github.com/csadorf)

URL: #6599

This PR started because I noticed most of the functions in `import_utils.py` were effectively dead code. It spiraled out a bit from there to remove _almost all_ of `import_utils.py` in favor of:

- Using `pytest.importorskip` to handle conditional imports in tests. This is the proper `pytest` pattern to do this, and is both easier to get correct and uses fewer lines of code.
- Localized import checks (see `hdbscan.pyx`). Keeping the import check local to the module is easier to read IMO, and also helps avoid dead code accumulating in a global utils file.
- No import checks. Things like `cupy` are required dependencies and don't need to be gated at all.

The remaining functions will be removed in other PRs:

- `has_dask` will go away once `dask` is made optional (see rapidsai#5934)
- `has_scipy` is removed in rapidsai#6596
- `has_sklearn` will go away once `sklearn` is made a required dependency

Authors:
  - Jim Crist-Harif (https://github.com/jcrist)

Approvers:
  - Simon Adorf (https://github.com/csadorf)

URL: rapidsai#6599

This is split out from #6668 and contains just the code changes. After this PR `dask`, `distributed`, and friends won't be imported on `import cuml`, they'll only be imported after `import cuml.dask`. This speeds up import time, simplifies our codebase a bit, and should be a non-controversial step towards #5934.

Authors:
  - Jim Crist-Harif (https://github.com/jcrist)

Approvers:
  - Tim Head (https://github.com/betatim)
  - Dante Gama Dessavre (https://github.com/dantegd)

URL: #6788