BUG: Test collection for Transformer fails

### Describe the bug

On latest `scientific-python-nightly-wheels` wheel things were passing yesterday but [now we now get the following](https://github.com/mne-tools/mne-python/actions/runs/11720293695/job/32675716039#step:17:68) when [using parametrize_with_checks](https://github.com/mne-tools/mne-python/blob/649857aacb24a0afc3b069f1e75bb3cf843a8766/mne/decoding/tests/test_search_light.py#L346):

```
/opt/hostedtoolcache/Python/3.12.7/x64/lib/python3.12/site-packages/sklearn/utils/estimator_checks.py:[26](https://github.com/mne-tools/mne-python/actions/runs/11720293695/job/32675716039#step:17:27)9: in _yield_transformer_checks
    if tags.transformer_tags.preserves_dtype:
E   AttributeError: 'NoneType' object has no attribute 'preserves_dtype'
```

<details>
<summary>Full traceback</summary>

```
  Downloading https://pypi.anaconda.org/scientific-python-nightly-wheels/simple/scikit-learn/1.6.dev0/scikit_learn-1.6.dev0-cp312-cp312-manylinux_2_17_x86_64.manylinux2014_x86_64.whl (13.1 MB)
...
$ mne sys_info
...
├☑ sklearn              1.6.dev0
...
$ pytest -m 'not (ultraslowtest or pgtest)' --tb=short --cov=mne --cov-report xml --color=yes --junit-xml=junit-results.xml -vv mne/
============================= test session starts ==============================
platform linux -- Python 3.12.7, pytest-8.3.3, pluggy-1.5.0 -- /opt/hostedtoolcache/Python/3.12.7/x64/bin/python
cachedir: .pytest_cache
PyQt6 6.7.1 -- Qt runtime 6.7.3 -- Qt compiled 6.7.1
MNE 1.9.0.dev108+gcc0a15c0b -- /home/runner/work/mne-python/mne-python/mne
rootdir: /home/runner/work/mne-python/mne-python
configfile: pyproject.toml
plugins: timeout-2.3.1, qt-4.4.0, cov-6.0.0
collecting ... collected 4694 items / 1 error / 70 deselected / 5 skipped / 4624 selected



==================================== ERRORS ====================================
___________ ERROR collecting mne/decoding/tests/test_search_light.py ___________
/opt/hostedtoolcache/Python/3.12.7/x64/lib/python3.12/site-packages/pluggy/_hooks.py:513: in __call__
    return self._hookexec(self.name, self._hookimpls.copy(), kwargs, firstresult)
/opt/hostedtoolcache/Python/3.12.7/x64/lib/python3.12/site-packages/pluggy/_manager.py:120: in _hookexec
    return self._inner_hookexec(hook_name, methods, kwargs, firstresult)
/opt/hostedtoolcache/Python/3.12.7/x64/lib/python3.12/site-packages/_pytest/python.py:245: in pytest_pycollect_makeitem
    return list(collector._genfunctions(name, obj))
/opt/hostedtoolcache/Python/3.12.7/x64/lib/python3.12/site-packages/_pytest/python.py:462: in _genfunctions
    self.ihook.pytest_generate_tests.call_extra(methods, dict(metafunc=metafunc))
/opt/hostedtoolcache/Python/3.12.7/x64/lib/python3.12/site-packages/pluggy/_hooks.py:574: in call_extra
    return self._hookexec(self.name, hookimpls, kwargs, firstresult)
/opt/hostedtoolcache/Python/3.12.7/x64/lib/python3.12/site-packages/pluggy/_manager.py:120: in _hookexec
    return self._inner_hookexec(hook_name, methods, kwargs, firstresult)
/opt/hostedtoolcache/Python/3.12.7/x64/lib/python3.12/site-packages/_pytest/python.py:115: in pytest_generate_tests
    metafunc.parametrize(*marker.args, **marker.kwargs, _param_mark=marker)
/opt/hostedtoolcache/Python/3.12.7/x64/lib/python3.12/site-packages/_pytest/python.py:1206: in parametrize
    argnames, parametersets = ParameterSet._for_parametrize(
/opt/hostedtoolcache/Python/3.12.7/x64/lib/python3.12/site-packages/_pytest/mark/structures.py:159: in _for_parametrize
    parameters = cls._parse_parametrize_parameters(argvalues, force_tuple)
/opt/hostedtoolcache/Python/3.12.7/x64/lib/python3.12/site-packages/_pytest/mark/structures.py:146: in _parse_parametrize_parameters
    ParameterSet.extract_from(x, force_tuple=force_tuple) for x in argvalues
/opt/hostedtoolcache/Python/3.12.7/x64/lib/python3.12/site-packages/sklearn/utils/estimator_checks.py:518: in checks_generator
    for check in _yield_all_checks(estimator, legacy=legacy):
/opt/hostedtoolcache/Python/3.12.7/x64/lib/python3.12/site-packages/sklearn/utils/estimator_checks.py:369: in _yield_all_checks
    for check in _yield_transformer_checks(estimator):
/opt/hostedtoolcache/Python/3.12.7/x64/lib/python3.12/site-packages/sklearn/utils/estimator_checks.py:[26](https://github.com/mne-tools/mne-python/actions/runs/11720293695/job/32675716039#step:17:27)9: in _yield_transformer_checks
    if tags.transformer_tags.preserves_dtype:
E   AttributeError: 'NoneType' object has no attribute 'preserves_dtype'
```

</details>

According to a local `git bisect` this was introduced by #30122. I see some API entries and maybe we need to adjust some code, but it seems like an API change should at least emit a future or deprecation warning rather than fail hard like this.

### Steps/Code to Reproduce

```
$ pytest mne/decoding/tests/test_search_light.py
```

### Expected Results

Tests pass (or at least we get an informative error about our misuse of something!)

### Actual Results

:point_up: 

### Versions

```shell
System:
    python: 3.12.3 (main, Sep 11 2024, 14:17:37) [GCC 13.2.0]
executable: /home/larsoner/python/virtualenvs/base/bin/python
   machine: Linux-6.8.0-48-generic-x86_64-with-glibc2.39

Python dependencies:
      sklearn: 1.6.dev0
          pip: 24.0
   setuptools: 75.3.0
        numpy: 2.2.0.dev0
        scipy: 1.15.0.dev0
       Cython: 3.0.10
       pandas: 3.0.0.dev0+1597.g9e10119dc8
   matplotlib: 3.10.0.dev491+gf7b3def52b
       joblib: 1.4.2
threadpoolctl: 3.5.0

Built with OpenMP: True

threadpoolctl info:
       user_api: blas
   internal_api: openblas
    num_threads: 1
         prefix: libscipy_openblas
       filepath: /home/larsoner/python/virtualenvs/base/lib/python3.12/site-packages/numpy.libs/libscipy_openblas64_-6bb31eeb.so
        version: 0.3.28
threading_layer: pthreads
   architecture: Haswell

       user_api: blas
   internal_api: openblas
    num_threads: 1
         prefix: libscipy_openblas
       filepath: /home/larsoner/python/virtualenvs/base/lib/python3.12/site-packages/scipy.libs/libscipy_openblas-68440149.so
        version: 0.3.28
threading_layer: pthreads
   architecture: Haswell

       user_api: openmp
   internal_api: openmp
    num_threads: 8
         prefix: libgomp
       filepath: /usr/lib/x86_64-linux-gnu/libgomp.so.1.0.0
        version: None
```

COMMENT:
It'd be useful to have more info in your log. You might want to add a `-l` to your `pytest` args in your CI.

However, you're right that this is coming from the tags infrastructure, and if I were to guess, it's because you have a transformer which doesn't inherit from `TransformerMixin`. You could try to implement the right tags yourself of course, but the mixins should be the way to go.

In any case, you're right that the message should be better and tell developers that we've switched our tags infrastructure. I'll push a PR for that.

Labels: Bug, Developer API