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The same issue also hurts when using pylint:
• It complains if there is no `__init__.py`
• It complains when the source code is not in a well named python package (using snake case)
IMO those are signs that Pulumi should conform to the Python ecosystem common practices.

For those who face the same issue: my workaround is to split the actual implementation from the pulumi program.
So I end up with:
• A "library" package that contains the actual implementation (I can manage this part as an actual Python package)
• A pulumi program, that use that library package (it only import the library's entry point, so I no longer have the import issue)