<issue_start><issue_comment>Title: Deprecation fix the 2nd: replace `mktemp` with `TemporaryDirectory`
username_0: Another go at replacing the deprecated function for the `save_to_tmp_dir` option, with an attempt to delete the temporary files along with the cube instance.
See however discussion about using `__del__` in https://github.com/radio-astro-tools/spectral-cube/pull/789#pullrequestreview-847262861.
<issue_comment>username_0: Apparently the Windows test is still the only one that runs with `zarr` installed and not skipping the tests. Don't quite understand why, as it's also listed in the `novis` deps.
<issue_comment>username_0: Good point, something I've also only tested locally under macOS. Not sure if this can be implemented in the CI – I think `open_files` is kind of testing this, but may not be completely equivalent. And I have no idea about tmpfile handling on Windows in general.