[SPARK-19064][PYSPARK] Fix pip installing of sub components

## What changes were proposed in this pull request?

Fix instalation of mllib and ml sub components, and more eagerly cleanup cache files during test script & make-distribution.

## How was this patch tested?

Updated sanity test script to import mllib and ml sub-components.

Author: Holden Karau <holden@us.ibm.com>

Closes #16465 from holdenk/SPARK-19064-fix-pip-install-sub-components.