gh-111644: Fix asyncio test_unhandled_exceptions() (#111713)

Fix test_unhandled_exceptions() of test_asyncio.test_streams: break
explicitly a reference cycle.

Fix also StreamTests.tearDown(): the loop must not be closed
explicitly, but using set_event_loop() which takes care of shutting
down the executor with executor.shutdown(wait=True).
BaseEventLoop.close() calls executor.shutdown(wait=False).