BUG: clean the figure windows created by tests
- [x] closes #35080
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

fixed: FAILED pandas/tests/plotting/test_datetimelike.py::TestTSPlot::test_ts_plot_with_tz['UTC']
reference:
- https://github.com/pandas-dev/pandas/issues/35080#issuecomment-652988132 @StefRe as co-author (have already marked as  the co-author in my forked repo, however, I'm not sure whether as well as right here)
- https://stackoverflow.com/a/8228808/7069618
- https://stackoverflow.com/a/33343289/7069618