By defining an import method in your module you are overriding Exporter's own import method so it never gets called and doesn't export your list. To fix that, add the following line:

sub import {
    my_testmodule->export_to_level(1, @_);
    my $class = shift;
    $gMessage = shift;
    print "Yep, I'm in here ...\n\n";
    my_sub();
}
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See the Exporter module's documentation for more.