More consistent object paths between host and target when unpickling

In https://github.com/pyodide/pyodide/pull/3202#issuecomment-1289408147 @hoodmane raised a good question,

How about changing pytest_pyodide to monkey patch JsException? I think this
change looks weird. If we're going to have a class with the same name both
inside and outside selenium, it should have the same path.

following https://github.com/pyodide/pytest-pyodide/pull/44 by @koenvo

Maybe more generally we could just install pyodide-py on the host, that way all those paths would already exist and we don't need to redefine or monkeypatch anything? I just uploaded it to PyPI, still need to automate the release.

This would be more general and should allow unpickling of other objects defined in this package if necessary.

The difficulty there is to make sure we install the pyodide-py version that matches the version of Pyodide used.

Start by reading the linked pytest-pyodide pull request 44 and the referenced Pyodide discussion about monkey-patching JsException. Investigate how the pyodide-py package is installed and released, then determine how the host version should match the Pyodide version; done means host and target object paths support unpickling without ad hoc redefinitions.