[MNT] move Pipeline exception from test_all_estimators to test `_…

…config` (#5251)

This moves the `Pipeline` exception from `test_all_estimators` to test
`_config`.

Aware that some lines are being tested until the exception, although to
me that rather indicates that we may perhaps like to rewrite the test
instead of excepting in the middle of it.

sktime/tests/_config.py

@@ -177,6 +177,7 @@
     "VECM": [
         "test_hierarchical_with_exogeneous",  # refer to #4743
     ],
+    "Pipeline": ["test_inheritance"],  # does not inherit from intermediate base classes
 }
 
 # We use estimator tags in addition to class hierarchies to further distinguish

sktime/tests/test_all_estimators.py

@@ -26,7 +26,6 @@
 )
 from sktime.exceptions import NotFittedError
 from sktime.forecasting.base import BaseForecaster
-from sktime.pipeline.pipeline import Pipeline
 from sktime.registry import all_estimators
 from sktime.regression.deep_learning.base import BaseDeepRegressor
 from sktime.tests._config import (
@@ -895,8 +894,6 @@ def test_inheritance(self, estimator_class):
                 f"estimator: {estimator_class} has fit method, but"
                 f"is not a sub-class of BaseEstimator."
             )
-        if isinstance(Pipeline(), estimator_class):
-            return
 
         # Usually estimators inherit only from one BaseEstimator type, but in some cases
         # they may be predictor and transformer at the same time (e.g. pipelines)