small refactor to prefer config

[memsharded]

Changelog: Omit
Docs: Omit

Follow up from #8599:

• Removed unused import six
• Reduced a bit the implementation, making more explicit and evident the default: self.find_package_prefer_config = "ON"
• Make code pep8 compliant, like line lengths
• Make the test run faster, even if adding 1 more extra check (the default case when conf is not defined). Using a C project, reusing CMake cache, and avoiding compiler checks reduce test time from 14 seconds to just 3 in my machine, covering an extra case. When we are counting +3000 tests, it is important to keep test speed in mind.
• Remove unittest dependency and use bare assert checks as recommended by pytest. Lets use this new pytest style for new tests when possible.