[ArrowStringArray] ENH: raise an ImportError when trying to create an arrow string dtype if pyarrow is not installed
xref https://github.com/pandas-dev/pandas/pull/39908#discussion_r585581525
this ok before #39908 ? @simonjayhawkins  > this ok before #39908 ? @simonjayhawkins

either, conflicts either way. (just wanted to keep this change separate) 

 thanks @simonjayhawkins 