Add spm tests to Windows suite

[dwoz]

What does this PR do?

• Adds integration.spm.* tests to whitelist.txt for Windows.
• Close sqlite connections so test tearDown methods can remove temporary directories

Tests written?

No

Commits signed with GPG?

Yes

[gtmanfred]

nice! did you get spm to work on windows? #43174

[rallytime]

A couple of these new test additions are failing: https://jenkinsci.saltstack.com/job/pr-kitchen-windows2016-py3/job/PR-49875/1/

[rallytime]

@dwoz Looks like there is an spm test failing on the windows test. Can you take another look?

[isbm]

You actually can just None the conn on .close() instead of having close = False | True:

if conn is not None:
    conn.close()
    conn = None

[dwoz]

Not really, We do not want to close a connection passed in via the conn keyword argument.