Automatically clean up executor as part of closing loop

[balloob]

Breaking change

Proposed change

Automatically shut down the executor when the event loop is closed.

Type of change

• Dependency upgrade
• Bugfix (non-breaking change which fixes an issue)
• New integration (thank you!)
• New feature (which adds functionality to an existing integration)
• Breaking change (fix/feature causing existing functionality to break)
• Code quality improvements to existing code or addition of tests

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• This PR fixes or closes issue: fixes #
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Checklist

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