Using Dask ```Client``` as context manager

[Bronzila]

As described by @eddiebergman in #45:

Relying on __del__ for for cleanup is usually a bad practice and can lead to problems if DEHB would be the last thing to be cleaned up.
The correct way, is that Dask Clients can be used as context managers and is likely what you want to have around your hot loop. In the case of a user supplied dask, not sure what you want, might be bad form to automatically shut down their client unless they've specified it somehow.

Before implementing this, we should definitely discuss how we should handle the situation where the user supplies their client. I would agree with Eddie, that simply shutting it down might be bad form.