Implement proper multiprocessing shutdown

[GergelyKalmar]

Steps to reproduce

1. Use multiprocessing by setting jobs = 2.
2. Run pytest with the pytest-pylint and pytest-cov plugins installed.
3. There are a bunch of warnings reported by pytest-cov which are supposedly caused by pylint's multiprocessing pools not being shut down properly (see pytest-cov warnings when used with parallel pytest-pylint runs pytest-dev/pytest-cov#424)

See also https://pytest-cov.readthedocs.io/en/latest/subprocess-support.html#if-you-use-multiprocessing-pool and compare that with what is seen in the check_parallel function: https://github.com/PyCQA/pylint/blob/707fc4603b9d505bda68cf6adf9805882b99d73c/pylint/lint/check_parallel.py#L82-L83

Current behavior

There are various warnings related to temporary files produced by pytest-cov.

Expected behavior

There are no warnings and issues related to temporary files.

pylint --version output

pylint 2.5.3
astroid 2.4.2
Python 3.8.2 (default, Jul 16 2020, 14:00:26) 
[GCC 9.3.0]