Hi Holger,
I haven't really explored the integrated testing support in devpi-server so can't comment on that specifically but I can add some general observations:
I always bundle my tests inside my Python packages so that they are published to PyPI (and as such they would also be included in wheels if I was publishing those) however I seem to be in the tiny minority in the larger Python community on this point :-)
Also, running tests against an installed sdist seems like added value to me, because lots of people get setup.py files wrong on the first few iterations, and this would point out bugs in their installation procedures. On the other hand you could be opening a can of worms, so maybe make this an optional thing? :-)