mpl backend switcher: close figures explicitly

[megies]

What does this PR do?

Close all figures in a helper context manager that temporarily switches mpl backend.

Why was it initiated? Any relevant Issues?

matplotlib is showing deprecation warnings that this was done in mpl automatically but will not be done anymore in the future, so we have to do it, see e.g. https://tests.obspy.org/135767/#1

PR Checklist

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