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I think I'd rather go with how the other tests do it and not have a fallback at all. That way we explicitly fail if the region is not set instead of potentially masking other errors (e.g. #1308)
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I see what you're saying, and I think it's a better idea, but that would likely be best done as a refactor to every situation we currently have, because that's not how we currently do it.
I'd also say we should throw an exception in that case to make sure UTs/ITs catch it:
sagemaker-python-sdk/tests/conftest.py
Line 93 in d9f4dd1
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so...these sound like good suggestions...