Update strategy import statements

[awaelchli]

What does this PR do?

Part of #10549

After #11226, we need to update the remaining import statements before we add the deprecation path in #11227 (we want to avoid importing the deprecated names internally) .

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Did you have fun?

I made sure I had fun coding 🙃

Part of #1 (it's a lie, this is just here to avoid noisy GitHub bot)

cc @Borda @justusschock @awaelchli @akihironitta