[3.12] gh-111644: Fix asyncio test_unhandled_exceptions() (GH-111713) (#111718)

[3.12] gh-111644: Fix asyncio test_unhandled_exceptions() (GH-111713) (#111718)

gh-111644: Fix asyncio test_unhandled_exceptions() (GH-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).
(cherry picked from commit ac01e2243a1104b2154c0d1bdbc9f8d5b3ada778)

Co-authored-by: Victor Stinner <vstinner@python.org>