[Enhancement] Cleanup test directories in some RocksDB unit tests

[majialoong]

Before Creating the Enhancement Request

• [x] I have confirmed that this should be classified as an enhancement rather than a bug/feature.

Summary

Ensure test directories are cleaned up in some RocksDB unit tests

Motivation

Ensure test directories are cleaned up in some RocksDB unit tests

Describe the Solution You'd Like

Ensure test directories are cleaned up in some RocksDB unit tests

Describe Alternatives You've Considered

No

Additional Context

No response