Add log message when fsspec cannot be imported..

[DylanRussell]

Description

Add a log for when fsspec cannot be imported. Right now it fails silently and is easy to miss.

Fixes # (issue)

Please delete options that are not relevant.

• [ x] Bug fix (non-breaking change which fixes an issue)
• [ x] New feature (non-breaking change which adds functionality)
• [ x] Breaking change (fix or feature that would cause existing functionality to not work as expected)
• [ x] This change requires a documentation update

Checklist:

See contributing.md for styleguide, changelog guidelines, and more.

• [ x] Followed the style guidelines of this project
• [x ] Changelogs have been updated
• [x ] Unit tests have been added
• [x ] Documentation has been updated

[JWinermaSplunk]

Looks good, just needs a CHANGELOG entry. I might remove the which does nothing from the exception message, as the NoOpCompletionHook is self-explanatory, but that's just a nitpick.