[SPARK-25763][SQL][PYSPARK][TEST] Use more @contextmanager to ensure clean-up each test.

## What changes were proposed in this pull request?

Currently each test in `SQLTest` in PySpark is not cleaned properly.
We should introduce and use more `contextmanager` to be convenient to clean up the context properly.

## How was this patch tested?

Modified tests.

Closes #22762 from ueshin/issues/SPARK-25763/cleanup_sqltests.

Authored-by: Takuya UESHIN <[email protected]>
Signed-off-by: hyukjinkwon <[email protected]>

Author: ueshin