fix: not deleting temporary file when remove_temp_dir_on_exit=True

[germa89]

Description

Fix not removing temporary directory when remove_temp_dir_on_exit == True

Issue linked

Close #3246

Checklist

• I have visited and read Develop PyMAPDL.
• I have tested my changes locally
• I have added necessary documentation or updated existing documentation.
• I have followed the PyMAPDL coding style guidelines.
• I have added appropriate unit tests that also ensure the minimal coverage criteria.
• I have reviewed my changes before submitting this pull request.
• I have linked the issue or issues that are solved to the PR if any.
• I have assigned this PR to myself.
• I have marked this PR as draft if it is not ready to be reviewed yet.
• I have made sure that the title of my PR follows Commit naming conventions (e.g. feat: adding new MAPDL command)

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[codecov]

Codecov Report

Attention: Patch coverage is 50.00000% with 2 lines in your changes missing coverage. Please review.

Project coverage is 86.65%. Comparing base (587a0cb) to head (da3e76d).
Report is 5 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #3247      +/-   ##
==========================================
+ Coverage   82.67%   86.65%   +3.98%     
==========================================
  Files          53       53              
  Lines        9625     9625              
==========================================
+ Hits         7957     8341     +384     
+ Misses       1668     1284     -384     

[germa89]

Coverage issue related to #3250

[germa89]

Pinging @clatapie for a quick review

[germa89]

@pyansys-ci-bot LGTM.

[pyansys-ci-bot]

✅ Approving this PR because germa89 said so in here 😬