Fix patching module that doesn't exist
_The documentation is not available anymore as the PR was closed or merged._
Reported in https://github.com/huggingface/huggingface_hub/runs/6894703718?check_suite_focus=true

When trying to patch `scipy.io.loadmat`:

```python
ModuleNotFoundError: No module named 'scipy'
```

Instead it shouldn't raise an error and do nothing

Bug introduced by #4375

Fix https://github.com/huggingface/datasets/issues/4494