bpo-30280: Cleanup threads in ayncio tests (#2501)

* bpo-30280: asyncio now cleans up threads

asyncio base TestCase now uses threading_setup() and
threading_cleanup() of test.support to cleanup threads.

* asyncio: Fix TestBaseSelectorEventLoop cleanup

bpo-30280: TestBaseSelectorEventLoop of
test.test_asyncio.test_selector_events now correctly closes the event
loop: cleanup its executor to not leak threads.

Don't override the close() method of the event loop, only override
the_close_self_pipe() method.