Deprecation fix the 2nd: replace `mktemp` with `TemporaryDirectory`

[dhomeier]

Another go at replacing the deprecated function for the save_to_tmp_dir option, with an attempt to delete the temporary files along with the cube instance. See however discussion about using __del__ in https://github.com/radio-astro-tools/spectral-cube/pull/789#pullrequestreview-847262861.

[codecov-commenter]

Codecov Report

Merging #796 (4b72221) into master (c7281a7) will decrease coverage by 0.00%. The diff coverage is 37.50%.

@@            Coverage Diff             @@
##           master     #796      +/-   ##
==========================================
- Coverage   78.00%   78.00%   -0.01%     
==========================================
  Files          24       24              
  Lines        5847     5850       +3     
==========================================
+ Hits         4561     4563       +2     
- Misses       1286     1287       +1     

Impacted Files	Coverage Δ
spectral_cube/dask_spectral_cube.py	85.54% <37.50%> (-0.10%)	:arrow_down:

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[dhomeier]

Apparently the Windows test is still the only one that runs with zarr installed and not skipping the tests. Don't quite understand why, as it's also listed in the novis deps.

[dhomeier]

Similarly, same process, but close python w/o deleting tempdir.

Good point, something I've also only tested locally under macOS. Not sure if this can be implemented in the CI – I think open_files is kind of testing this, but may not be completely equivalent. And I have no idea about tmpfile handling on Windows in general.

[keflavich]

@dhomeier could you rebase this? I think we're ready to merge even though I never did end up doing that manual test