Closes #407 (follow-up to #405 / #403 / #402).

Problem

Three of the four provider/tokenizer axes in the wizard already probe the Python client before prompting:

• ONNX: import fastembed → warn + save + _y_refuse_hint
• Ollama: _ollama_available() (binary) + _have_module("ollama") (Python) → warn + save + _y_refuse_hint (fix(init): wizard fallback mentions -y refuse semantic (closes #403) #405)
• kiwipiepy: import kiwipiepy → warn + _y_refuse_hint

The OpenAI path didn't — it only validated the API key (_test_openai_key, network). Meanwhile mm init -y --provider openai refuses upfront if the openai Python client is missing (_collect_missing_extras). So:

• Wizard + no openai package + valid key → silent pass, config saved, runtime falls back or errors later.
• -y --provider openai + no openai package → refuses upfront.

A user who copied a successful wizard choice into a scripted -y install hit the same discoverability gap #405 closed for the other three axes.

Change

Mirror the Ollama pattern in the OpenAI branch, before the API-key prompt:

if not _have_module("openai"):
    click.secho("  openai Python client not installed.", fg="yellow")
    click.echo(f"  Install with: {_extra_install_hint(['openai'], state)}")
    click.echo(_y_refuse_hint("--provider openai", "openai"))
    click.echo("  Saving OpenAI config now so you're ready after install.")
    state.setdefault("_extras_warned_inline", set()).add("openai")

Key validation + save still run after the warning — the user still gets a clean key-check and the warn-and-save semantic is preserved. _extras_warned_inline marker prevents the post-wizard summary from duplicating.

Pin test extended with a fourth axis (_count_calls(embedding_src, "--provider openai", "openai") >= 1).

Test plan

• uv run pytest packages/memtomem/tests/test_init_cmd.py -k "YRefuseHint": 2 passed.
• Full test_init_cmd.py: 202 passed.
• ruff check + ruff format --check: clean.

Scope

Four-axis coverage now complete. No behavior change for users who have the openai package installed. No change to -y semantics.