zmq client: cleanup sockets and contexts

[oliver-sanders]

• Resolves Python warnings about unclosed sockets and contexts.
• Particularly important for commands which repeatably open clients such as cylc scan --ping and cylc gui.

To see the warning for yourself, try:

$ PYTHONWARNINGS=all cylc scan --ping # with at least one workflow running

It is possible that this may be a memory leak for Cylc GUI / Tui processes, although I can't confirm that, tracemalloc did identify some zmq entries during investigation of cylc/cylc-uiserver#732, so it's possible.

I'm uncertain over whether this should go into a bugfix or not. It is a bugfix, however, it's not clear if this is causing issues ATM and the diff has the potential to cause issues if not tested thoroughly.

Check List

• I have read CONTRIBUTING.md and added my name as a Code Contributor.
• Contains logically grouped changes (else tidy your branch by rebase).
• Does not contain off-topic changes (use other PRs for other changes).
• Applied any dependency changes to both setup.cfg (and conda-environment.yml if present).
• Tests are included (or explain why tests are not needed).
• Changelog entry included if this is a change that can affect users
• Cylc-Doc pull request opened if required at cylc/cylc-doc/pull/XXXX.
• If this is a bug fix, PR should be raised against the relevant ?.?.x branch.

[dwsutherland]

LGTM 👍