OSError: [Errno 24] Too many open files

Using Intake (intake-xarray) on a larger number of files, e.g. daily data for one or two decades, results in a too-many-files error.

Loading the same set of data with `xarray.open_mfdatasets` works just fine.

Versions:
```
python 3.8.2
xarray 0.16.1
intake 0.6.0
intake-xarray 0.4.0
```

For me, the total number of files was: `9464`

The Intake catalog I have looks something like this:

```
metadata:
version: 1

plugins:
source:
- module: intake_xarray

sources:
daily_mean:
driver: netcdf
args:
urlpath: "{{ env(HOME) }}/path/to/data*.nc"
xarray_kwargs:
combine: by_coords
parallel: True
```

then, using

```
intake.open_catalog(path_to_catalog)["daily_mean"].to_dask().chunk({"time": -1, "longitude": 10, "latitude":10})
```

throws an error of the form of

```
OSError: [Errno 24] Too many open files: 'path/to/catalog.yml'
```

loading the same data with

```
xr.open_mfdataset("~/path/to/data*.nc", combine="by_coords", parallel=True).chunk({"time": -1, "longitude": 10, "latitude":10})
```

works just fine.