Only pack variables for which prior samples are available

[michaelosthege]

Closes #5337

[codecov]

Codecov Report

Merging #5338 (fbd41bb) into main (95bd5e5) will increase coverage by 1.26%.
The diff coverage is n/a.

@@            Coverage Diff             @@
##             main    #5338      +/-   ##
==========================================
+ Coverage   78.94%   80.21%   +1.26%     
==========================================
  Files          88       89       +1     
  Lines       14237    14845     +608     
==========================================
+ Hits        11240    11908     +668     
+ Misses       2997     2937      -60     

Impacted Files	Coverage Δ
pymc/backends/arviz.py	90.28% <ø> (+0.72%)	⬆️
pymc/backends/ndarray.py	79.64% <0.00%> (-9.74%)	⬇️
pymc/bart/utils.py	82.60% <0.00%> (-5.92%)	⬇️
pymc/tests/sampler_fixtures.py	84.89% <0.00%> (-5.88%)	⬇️
pymc/distributions/distribution.py	91.37% <0.00%> (-3.34%)	⬇️
pymc/backends/report.py	89.72% <0.00%> (-1.89%)	⬇️
pymc/bart/bart.py	94.33% <0.00%> (-1.58%)	⬇️
pymc/tests/backend_fixtures.py	76.04% <0.00%> (-1.52%)	⬇️
pymc/distributions/dist_math.py	86.85% <0.00%> (-0.85%)	⬇️
pymc/distributions/simulator.py	86.11% <0.00%> (-0.66%)	⬇️
... and 48 more