Make test_setup_install_includes_dependencies work with custom PYTHONPATH set

[hroncok]

This has the same reasoning as in #3133 -- the test imported the previously installed setuptools version in our environment and since that version did not yet use __EASYINSTALL_INDEX, it reached https://pypi.org/simple/ instead. That way, we recognized it as a problem. If the installed version had already used __EASYINSTALL_INDEX, we would probably never realize that it is the installed version that is being tested here.

The three individual commits follow my train of thoughts, so I preserved them here separated, for easier review.

1. The test was very hard to grasp for me, so I removed the pytest.raises detour -- happy to revert if there was a reason for it
2. I changed the test to modify the $PYTHONPATH value instead of overriding it, making it actually work in our environment
3. When doing it, I realized adding install_root to $PYTHONPATH is not necessary for this test, so I removed it -- happy to squash that to the previous one if you prefer that

Thanks.

[abravalheri]

Thank you very much @hroncok, sorry for the delay in reviewing/merging.

In fd4a482, I have added a small news fragment based on the title of your PR. I hope you don't mind.

[hroncok]

I don't mind.