[Test] Use context manager for auto tmp dirs cleanup

[JiangJiaWei1103]

Why are the changes needed?

Remove temporary directories after the unit test is passed in a neat way.

What changes were proposed in this pull request?

Use context manager to support automatic temporary directory cleanup on the completion of the context. The test result is shown as follows:

How was this patch tested?

Pass unit test locally.

Check all the applicable boxes

• I updated the documentation accordingly.
• All new and existing tests passed.
• All commits are signed-off.

Related PRs

flyteorg/flytekit#2881 & flyteorg/flytekit#2917

Docs link

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 74.83%. Comparing base (3f0ab84) to head (26cbca7).
Report is 2 commits behind head on master.

Additional details and impacted files

@@            Coverage Diff             @@
##           master    #2922      +/-   ##
==========================================
- Coverage   76.33%   74.83%   -1.51%     
==========================================
  Files         199      264      +65     
  Lines       20840    23455    +2615     
  Branches     2681     2680       -1     
==========================================
+ Hits        15908    17552    +1644     
- Misses       4214     5171     +957     
- Partials      718      732      +14     

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