Unclosed requests.Session() cause ResourceWarning

I got below warning while running unit test
```
ResourceWarning: unclosed <ssl.SSLSocket fd=7, family=AddressFamily.AF_INET, type=SocketKind.SOCK_STREAM, proto=0, laddr=('192.168.30.101', 50234), raddr=('34.236.206.55', 443)>
  return self.run(*args, **kwds)
ResourceWarning: Enable tracemalloc to get the object allocation traceback
```