[BUG] mongo_future_return not working as master_job_cache

Description
I've setup the mongo_future returner as external job cache and that is working fine. However, I don't want to expose the database credentials to each minion (via pillar), so I tried to configure it as master job cache by adding

master_job_cache: mongo_future_return

to the master's configuration, together with the same MongoDB connection data that was already working when used as external job cache. In addition, I installed the python3-pymongo package on the Salt master.

When set up as a master job cache, even simple test.ping commands will not return and the master log contains a line like this:

2020-04-26 12:38:05,769 [salt.master      :2199][ERROR   ][3387] Failed to allocate a jid. The requested returner 'mongo_future_return' could not be loaded.

Setup

master_job_cache: mongo_future_return
mongo.db: salt
mongo.host: mongodb
mongo.indexes: true
mongo.password: S3cr3t
mongo.port: 27017
mongo.user: salt

Steps to Reproduce the behavior

1. configure Salt master as shown above
2. restart salt master
3. run a salt command against a minion

Expected behavior
The salt ocmmand should succeed and job data should be returned to the mongo DB.

Versions Report

# salt --versions-report
Salt Version:
           Salt: 2019.2.3
 
Dependency Versions:
           cffi: Not Installed
       cherrypy: Not Installed
       dateutil: 2.7.3
      docker-py: Not Installed
          gitdb: 2.0.5
      gitpython: 2.1.11
          ioflo: Not Installed
         Jinja2: 2.10
        libgit2: Not Installed
        libnacl: Not Installed
       M2Crypto: Not Installed
           Mako: Not Installed
   msgpack-pure: Not Installed
 msgpack-python: 0.5.6
   mysql-python: Not Installed
      pycparser: Not Installed
       pycrypto: 2.6.1
   pycryptodome: Not Installed
         pygit2: Not Installed
         Python: 3.7.3 (default, Dec 20 2019, 18:57:59)
   python-gnupg: Not Installed
         PyYAML: 3.13
          PyZMQ: 17.1.2
           RAET: Not Installed
          smmap: 2.0.5
        timelib: Not Installed
        Tornado: 4.5.3
            ZMQ: 4.3.1
 
System Versions:
           dist: debian 10.3 
         locale: UTF-8
        machine: x86_64
        release: 4.19.0-8-amd64
         system: Linux
        version: debian 10.3

Start by reproducing the failure with the shown master_job_cache and MongoDB settings, then trace how mongo_future_return is loaded for the master job cache compared with the external job cache. Done means salt commands such as test.ping complete successfully and job data is written to MongoDB without exposing credentials to minions.