fix: check dependency close method (#5082)

[yxtay]

What does this PR address?

• Adds check for close method in Dependency class
• Adds tests

Please let me know if the tests need to be adjusted.

Fixes #5082

Before submitting:

• [x] Does the Pull Request follow Conventional Commits specification naming? Here are GitHub's guide on how to create a pull request.
• [x] Does the code follow BentoML's code style, pre-commit run -a script has passed (instructions)?
• [x] Did you read through contribution guidelines and follow development guidelines?
• [x] Did your changes require updates to the documentation? Have you updated those accordingly? Here are documentation guidelines and tips on writting docs.
• [x] Did you write tests to cover your changes?

[yxtay]

Hmm, is that a flaky test failure? The code changes definitely did not touch the unit test. Try running the test again?

[frostming]

Hmm, is that a flaky test failure? The code changes definitely did not touch the unit test. Try running the test again?

Yes, no worry. Thanks for that