Add tests around whether data files can be imported

[rafaelpivato]

As reported at #2273 and #2280, we need to make sure that data files are included as part of different distribution options, focusing on sdist and bdist_wheel in fact.

We should maybe migrate tests to use Tox before that, and have different suites building such distributions, installing them and then running test suite. If test suite is able to import INSECURE from safety_db then we are good to go.