MSSQLConnection: Add `with` (context manager) support

Add context manager support to `MSSQLConnection` for using `with` statement.

Continues context manager work done in https://github.com/pymssql/pymssql/commit/b9ef4ba2

This will be handy to have in tests to get rid of explicit `close` calls.

Cc: @rsyring, @damoxc, @ramiro