text: Title: No code coverage on __main__.py
  Body: https://github.com/alteryx/featuretools/pull/1882 Is passing for all CI checks except for code coverage, where suddenly there's no coverage of `__main__.py`. That PR's scipy update could be to blame, or it could be some untracked change (setuptools 60.8 vs setuptools 60.7).
  
  We should determine why coverage was lost--though the "coverage" was just an import--and improve our tests so that `__main__.py` is truly covered. 