Fix error message when kafka is not installed #788

Job	Run time
Lint and Stylecheck	18s
Unit Tests (Local TZ)	3m 13s
Unit Tests (3.8)	2m 47s
Unit Tests (Pandas 1.x)	2m 4s
Unit Tests (No Optional Dependencies)	2m 26s
Unit Tests (3.9)	2m 40s
Unit Tests (Typechecked)	1m 22s
Unit Tests (3.10)	2m 58s
Unit Tests (Windows)	10m 29s
Unit Tests (Windows) (Local TZ)	10m 37s
	38m 54s

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