For anyone who encounters the issue of not being able to import missingpy, try installing the following packages with specific versions:

scikit-learn==1.1.2
scipy==1.9.1
missingpy==0.2.0

You don't really need to install sklearn, which is a deprecated version of scikit-learn. Also, remember to add the following code when importing missingpy:

import sklearn.neighbors._base # this is from `scikit-learn` instead of `sklearn`
import sys
sys.modules['sklearn.neighbors.base'] = sklearn.neighbors._base
from missingpy import MissForest # remember to put this after sys.modules