Ensure netcdf4 is locked while closing

[dschwoerer]

It did run the test 100 times without issues. Before that every ~1 out of 3 runs failed

• [ ] Closes #10783
• [ ] Tests added - no, see #10784
• [ ] User visible changes (including notable bug fixes) are documented in whats-new.rst
• [ ] New functions/methods are listed in api.rst

[dschwoerer]

Note that this only a partial fix, for the netCDF4 backend, the issue still remains, but with this fix at least we can switch to h5netcdf to have a working solution.

[dschwoerer]

@shoyer The tests should be passing now, so hopefully this can be merged soon. Sorry for the delay!