bpo-31250, test_asyncio: fix dangling threads (#3252)

* Explicitly call shutdown(wait=True) on executors to wait until all
  threads complete to prevent side effects between tests.
* Fix test_loop_self_reading_exception(): don't mock loop.close().
  Previously, the original close() method was called rather than the
  mock, because how set_event_loop() registered loop.close().