Matplotlib figures are not automatically closed

[stes]

e.g. in the doctest:

docs/source/usage.rst::usage.rst
  /home/runner/work/CEBRA/CEBRA/cebra/integrations/matplotlib.py:69: RuntimeWarning:
  
  More than 20 figures have been opened. Figures created through the pyplot interface (`matplotlib.pyplot.figure`) are retained until explicitly closed and may consume too much memory. (To control this warning, see the rcParam `figure.max_open_warning`). Consider using `matplotlib.pyplot.close()`.