[MNT] fix isolation of mlflow soft dependencies (#6285)

It seems the fix #6282 caused another issue - I believe the reason is
that `dask` removed `pyyaml` as a dependency.

Consequently, the `import yaml` statement in the mlflow module now
fails, post #6282. Unclear why the tests did not recognize this.

The fix should be this: import `yaml` only if `mlflow` is present.

sktime/utils/mlflow_sktime.py

@@ -47,7 +47,6 @@
 import os
 
 import pandas as pd
-import yaml
 
 import sktime
 from sktime import utils
@@ -56,6 +55,7 @@
 from sktime.utils.validation._dependencies import _check_mlflow_dependencies
 
 if _check_mlflow_dependencies(severity="warning"):
+    import yaml
     from mlflow import pyfunc
 
 FLAVOR_NAME = "mlflow_sktime"