variables starting with an underscore are not imported with * imports even when present in __all__ #3745

Reduced example of the issue:

defs.py:

def __pragma__(arg: str) -> None:
    pass


__all__ = ["__pragma__"]

main.py:

from defs import *

__pragma__('main')

print('hi')

The current mypy behavior differs as follows:

$ python main.py
hi
$ mypy main.py
main.py:3: error: Name '__pragma__' is not defined

This is an most likely an obscure case, but if it could be added to mypy I would greatly appreciate it that would be greatly appreciated. I can also write a pull request to implement this, if it's deemed worth adding.

My use case for this is providing stubs for 'meta' functions provided by transcrypt, a Python transpiler/pre-processor. Transcrypt provides __pragma__ and __new__ to control / augment the transpilation. Having import * from defs work to import both these transcrypt-builtins and all other transpilation-builtin types would greatly increase usability of mypy and transcrypt together.