Turn `acquire_connection` into a context manager

[Yard1]

Pull Request check-list

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• [x] Do tests and lints pass with this change?
• [x] Do the CI tests pass with this change (enable it first in your forked repo and wait for the github action build to finish)?
• [ ] Is the new or changed code fully tested?
• [ ] Is a documentation update included (if this change modifies existing APIs, or introduces new ones)?
• [ ] Is there an example added to the examples folder (if applicable)?
• [x] Was the change added to CHANGES file?

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Description of change

Currently, the way connections are added back to the free pool is error prone and can run into issues during asyncio cancellations. By switching to a context manager, we ensure that the connections are always added while following python best practices.