Closes this object: drops the SQL #name temp tables it created, if any, and releases its HTTP connections. A session ID given by GPUdb.Options.session_id is not dropped: the caller drops it with drop_session().
An object that is never closed still has its temp tables dropped when it is deleted, on a best-effort basis; failing that, the server reclaims them on its own. Closing it is what makes the drop prompt.