Scheduler plugins created through dask-gateway don't have their close() method called

**What happened**:

Given a small SchedulerPlugin running on Kubernetes:

```python
from dask_gateway import GatewayCluster
import dask.distributed

class SomePlugin(dask.distributed.SchedulerPlugin):
async def close(self):
print("Closing")

with GatewayCluster(...) as cluster:
client = cluster.get_client()
client..register_scheduler_plugin(SomePlugin())
```

The `close()` method is never called on the SchedulerPlugin. The `start()` method is, however.

**What you expected to happen**:

`close()` should be called

**Minimal Complete Verifiable Example**:

```python
from dask_gateway import GatewayCluster
import dask.distributed

class SomePlugin(dask.distributed.SchedulerPlugin):
async def close(self):
print("Closing")

with GatewayCluster(...) as cluster:
client = cluster.get_client()
client..register_scheduler_plugin(SomePlugin())
```

**Anything else we need to know?**:

**Environment**:

- Dask version: latest
- Python version: 3.9
- Operating System: Ubuntu
- Install method (conda, pip, source): pip