Project tests report unclosed socket warnings

[camallen]

Tests are showing warnings about unclosed sockets (python 3.9).

It appears we we aren't tearing down the request session socket correctly https://stackoverflow.com/questions/48160728/resourcewarning-unclosed-socket-in-python-3-unit-test but I don't see these warnings when using the code (perhaps due to logging contexts?)

From https://github.com/zooniverse/panoptes-python-client/runs/4251790766?check_suite_focus=true

./home/runner/work/panoptes-python-client/panoptes-python-client/panoptes_client/panoptes.py:622: ResourceWarning: unclosed <ssl.SSLSocket fd=3, family=AddressFamily.AF_INET, type=SocketKind.SOCK_STREAM, proto=6, laddr=('10.1.1.45', 39214), raddr=('13.107.213.41', 443)>
  return Panoptes.client().get(
ResourceWarning: Enable tracemalloc to get the object allocation traceback

These break the panoptes-cli tests

[camallen]

related psf/requests#1882 and psf/requests#3912