bpo-37137: Fix test_asyncio: use TestCase.set_event_loop() (GH-13779)

Replace asyncio.set_event_loop() with TestCase.set_event_loop() of
test_asyncio.utils: this method calls TestCase.close_loop() which
waits until the executor completes, to avoid leaking dangling
threads.

Inherit from test_asyncio.utils.TestCase rather than
unittest.TestCase.