prevent test failure when there's no 'ytdl' module (#4364)

split of ytdl into its own test function and
skip it when there's an ImportError similar to test_ytdl.py

test/test_extractor.py

@@ -135,12 +135,25 @@ class TestExtractorModule(unittest.TestCase):
     def test_init(self):
         """Test for exceptions in Extractor.initialize(()"""
         for cls in extractor.extractors():
+            if cls.category == "ytdl":
+                continue
             for test in cls._get_tests():
                 extr = cls.from_url(test[0])
                 extr.initialize()
                 extr.finalize()
                 break
 
+    def test_init_ytdl(self):
+        try:
+            extr = extractor.find("ytdl:")
+            extr.initialize()
+            extr.finalize()
+        except ImportError as exc:
+            if exc.name in ("youtube_dl", "yt_dlp"):
+                raise unittest.SkipTest("cannot import module '{}'".format(
+                    exc.name))
+            raise
+
     def test_docstrings(self):
         """Ensure docstring uniqueness"""
         for extr1 in extractor.extractors():