[FLINK-24728][tests] Add tests to ensure SQL file sink closes all created files #18073
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(This PR is cherry-picked from #17655)
What is the purpose of the change
This PR adds tests for the change in #17638.
Brief change log
Verifying this change
This change added tests and can be verified by running the added tests.
Does this pull request potentially affect one of the following parts:
@Public(Evolving)
: noDocumentation