Investigate on closing connections

[tnoczyns-volue]

Initial question: #365 (reply in thread)

It seems closing channels explicitly or via with statements is required. See python examples and PR that added comments and with statements to the examples.

Link to implementation: https://github.com/grpc/grpc/blob/master/src/python/grpcio/grpc/_channel.py

Investigate if we need to close the channels and if we do then implement it.