Ok, you know what? because I want to discuss how the removal plan is to be done, I'm re-opening this one.

@brettcannon I started working on this one, but I encountered the following issues:

• If we remove load_module, can we just assume that exec_module exists and implements the expected protocol? (namely, what to do in term of ABCs & co?)
• There are a lot of tests that only rely on load_module but do not rely on exec_module. There are tests for exec_module though but it's mainly tested via load_module() calls.
• Should we keep testing load_module() implementations based on exec_module, or should we change the test suite so that we only use exec_module? or should we just keep the load_module() implementation but for tests only.

It's kind of hard to know what happens in both tests and importlib at the same time as there are many mixins and dynamically-set attributes. I tried to replace the load_module() with an exec_module() equivalent but it's not easy.