Add docs for ctx managers

[clot27]

closes #3886
I wonder if we should add docstring for args in __aexit__?

[harshil21]

docstring nitpicks mostly:

[Bibo-Joshi]

Thanks for your PR! In addition to my below comments:

• I see no added value in documenting the arguments of __aexit__, as they are defined by Python itself. If you like to, you can add something like Please refer to the [Python documentation](https://docs.python.org/3.11/reference/datamodel.html?highlight=__aexit__#object.__aexit__) for information about the accepted arguments
• We have these parts "Instances of this class can be used as asyncio context managers, where …" in the class docstrings of the affected classes. Could you add a "seealso aenter & exit" below these?

[Bibo-Joshi]

Thanks for the updates! :)