Ensure config entry setup lock is held when removing a config entry

[bdraco]

Proposed change

It was possible that the config entry was in a setup retry state and trying to setup when the user would try to remove the entry

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• [ ] Dependency upgrade
• [x] Bugfix (non-breaking change which fixes an issue)
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• This PR fixes or closes issue: fixes #
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• Link to documentation pull request:

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[bdraco]

looks like there is unmocked I/O in the test and we were trying to remove it when its being setup there so it now times out.

Need to fix the test first

[bdraco]

need to audit for any other integration that is trying to delete the config entry that is being setup

[bdraco]

every other integration used a task or did not remove itself