[SPARK-44424][PYTHON][CONNECT][FOLLOW-UP] Import Connect related libraries after checking dependencies #42311
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What changes were proposed in this pull request?
This PR is a followup of #42235 that fixes the Connect related import after the dependency checking.
Why are the changes needed?
In order to show the end users a nice error message for optional dependencies instead of just saying that they were not found.
Does this PR introduce any user-facing change?
No, the PR has not been released out yet.
How was this patch tested?
Manually.