fix(sqlite): close connection properly and cleanup files

[sushantdhiman]

Pull Request check-list

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• Does npm run test or npm run test-DIALECT pass with this change (including linting)?
• Does the description below contain a link to an existing issue (Closes #[issue]) or a description of the issue you are solving?
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Description of change

Closes #6798

[codecov]

Codecov Report

Merging #9851 into master will increase coverage by 0.01%.
The diff coverage is 100%.