text: Title: [BUG] Spurious warning about `gluonts` data containers when none is used
  Body: 
  **Describe the bug**
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  Getting warning to install 'orjson', 'ujson' while running a script that uses sktime and gluonts.
  
  **To Reproduce**
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  ```python
  from sktime.clustering.k_means import TimeSeriesKMeansTslearn
  from sklearn.datasets import make_blobs
  X_train, _ = make_blobs(n_samples=100, centers=3, n_features=10, random_state=42)
  model = TimeSeriesKMeansTslearn(n_clusters=3, metric="euclidean")
  model.fit(X_train)
  y_pred = model.predict(X_train)
  print(y_pred)
  ```
  
  **Expected behavior**
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  No warning message should be displayed, and the script should run without suggesting additional installations.
  
  **Additional context**
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  It says "/sktime/env/lib/python3.12/site-packages/gluonts/json.py:102: UserWarning: Using `json`-module for json-handling. Consider installing one of `orjson`, `ujson` to speed up serialization and deserialization.
    warnings.warn(
  "
  
  **Versions**
  <details>
  
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  Please run the following code snippet and paste the output here:
  
  from sktime import show_versions; show_versions()
  -->
  
  System:
      python: 3.12.3 (main, Jan 17 2025, 18:03:48) [GCC 13.3.0]
  executable: /home/kartik/Desktop/sktime/env/bin/python
     machine: Linux-6.8.0-52-generic-x86_64-with-glibc2.39
  
  Python dependencies:
            pip: 25.0
         sktime: 0.35.0
        sklearn: 1.5.2
         skbase: 0.12.0
          numpy: 1.26.4
          scipy: 1.15.1
         pandas: 2.2.3
     matplotlib: 3.10.0
         joblib: 1.4.2
          numba: 0.60.0
    statsmodels: 0.14.4
       pmdarima: 2.0.4
  statsforecast: 2.0.0
        tsfresh: None
        tslearn: 0.6.3
          torch: None
     tensorflow: 2.18.0
  
  
  </details>
  
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