Ok, I think figured it out. We started with a main script that imported sklearn and then we moved that function outside the main script, and instead imported that function.
So when we cloned the first time we had sklearn in the Installed Packages, and therefore our agent was able to run. The (now) cached clearml-venv had sklearn installed, and when it run the second experiment without the sklearn import in the main script and therefore without it in the Installed Packages it didn't matter, because the package was already installed..