Type all context manager dunders

[Avasam]

Summary of changes

Work towards #2345
Reduce changes in #4192 and #4504

I typed all __enter__ and __exit__ (didn't find any __aenter__ or __aexit__)

Note here that object param type stands for "Unused even in subclass" and object return type in a protocol stands for "callable return value unused/unchecked". I can use _typeshed.Unused instead if that's clearer.

Pull Request Checklist

• Changes have tests (type checking)
• News fragment added in newsfragments/. (not public facing yet)
  (See documentation for details)

[abravalheri]

Thank you very much!