Context managed transports

[lovelydinosaur]

Closeshttps://github.com/encode/httpx/issues/1145

Note that once #977 is addressed we'll be able to test the proxies case more elegantly.

We're not being clever here about "ensure other transports still close if an exceptions occurs during __exit__ in one transport". (Or the other fiddly case, of ensuring the __exit__ is called on any already __enter__'d transports, if an exception occurs during __enter__.)

I think we should probably treat that as a follow up, and it's possible that we might only want to do so once #977 is addressed.

I think thats probably an okay approach to take since it's not any worse than our existing behaviour, which anyway doesn't handle "ensure other transports still close if an exceptions occurs during close in one transport", and besides exceptions during transport __enter__/__exit__ are pretty much unrecoverable issues, and it's not really any worse if they happen to potentially leave other transports hanging open.

(Actually having talked through it I'm not event convinced that we should bother handling that case at all, but either way let's talk it through as a follow-up)

[lovelydinosaur]

@florimondmanca Your reviews are always on-point. Wonderful, thank you. ✨🔥✨

[florimondmanca]

💯