No context manager for socket

[anecdata]

Lack of with context manager makes it harder to write code / use libraries, compatible across radios (sources of sockets; e.g., native wifi, WIZnet, ESP32SPI).

Example:
adafruit/Adafruit_CircuitPython_NTP#31

Traceback (most recent call last):
  File "<stdin>", line 38, in <module>
  File "adafruit_ntp.py", line 77, in datetime
AttributeError: 'socket' object has no attribute '__exit__'

[dhalbert]

If you feel so inclined, a PR would be welcome.