Is your feature request related to a problem? Please describe.
A clear and concise description of what the problem is. Ex. I'm always frustrated when [...]

Describe the solution you'd like
As seen in #4293, the PyPi package failed because of a dependency in a feast installation that uses an extra.

pip install feast[sqlite_vec]

This can be added to the existing build_wheels ci by testing a python import. If the import fails, we should fail the build/release.

Describe alternatives you've considered
We should have the CI test building the main feast package before release/deployment as well each extra/add-on.

Additional context
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