pd-ut test runs can become flaky due to leaked temporary files

## Flaky Test

### Which jobs are failing

PD unit test jobs that run through `pd-ut` can be affected. Accumulated temporary files can contaminate later runs or exhaust temporary storage, making failures depend on previous test executions.

### CI link

Not tied to a single CI failure. The resource leak was identified while investigating temporary artifacts left by `pd-ut`.

Related fix: #11224

### Reason for failure (if possible)

`pd-ut` does not consistently release the temporary resources it owns:

- `buildTestBinaryMulti` creates a `pd_tests*` temporary file without removing it.
- Coverage runs create a `cov*` temporary directory, but error paths call `os.Exit`, bypassing deferred cleanup.
- As a result, temporary artifacts may remain after both successful and failed test runs.

### Anything else

Cleanup should be handled by the code that allocates these resources instead of wrapping test commands in Makefile scripts.

Start by locating the pd-ut entry points for buildTestBinaryMulti and coverage runs, then inspect how each allocated temporary resource is handled on success and error paths. Check the related fix in issue #11224 and any Makefile wrappers mentioned. Done means pd_tests* files and cov* directories are cleaned up by the allocating code after successful and failed runs, without relying on Makefile cleanup.

Written by the indexing model from the issue text.