[Feature] Allow Dropdown to Remain Open for multi==True

[TillerBurr]

Closes #2669 (and #2820, a duplicate). This PR adds the ability to set the prop close_on_select. If multi is True and this prop is False, the menu selection remains open. If this new prop is True, it is the same behavior. The close_on_select prop has no effect when multi is False, it well essentially ignore the value. I did it that way, as I don't see the value changing after the component is created, similar to multi.

This PR will probably have a need to update the dash docs for the dropdown.

Contributor Checklist

• I have broken down my PR scope into the following TODO tasks
  • Add the prop close_on_select to the dropdown component
  • Add tests
• I have run the tests locally and they passed. (refer to testing section in contributing)
• I have added tests, or extended existing tests, to cover any new features or bugs fixed in this PR

optionals

• I have added entry in the CHANGELOG.md
• If this PR needs a follow-up in dash docs, community thread, I have mentioned the relevant URLS as follows
  • this GitHub #PR number updates the dash docs
  • here is the show and tell thread in Plotly Dash community

[TillerBurr]

On second thought, it would make more sense to not write over the close_on_select prop. If someone were to change multi, the prop would be lost and it would always close.

[T4rk1n]

On second thought, it would make more sense to not write over the close_on_select prop. If someone were to change multi, the prop would be lost and it would always close.

👍