check and implement context managers for all catalog implementations

[kevinjqliu]

Apache Iceberg version

None

Please describe the bug 🐞

We implemented context manager for catalogs in #2390 and also included an implementation for sql catalog. Let's check and see if we can implement the close method for other catalog implementations

• rest (Add close() method to RestCatalog #2403)
• bigquery
• dynamodb
• glue
• hive
• memory (Add close option #2390)
• sql (Add close option #2390)

It could be that for some catalogs, nothing need to be done, i.e. memory. but its good to double check :)

Willingness to contribute

• I can contribute a fix for this bug independently
• I would be willing to contribute a fix for this bug with guidance from the Iceberg community
• I cannot contribute a fix for this bug at this time