Refactor API context managers

[csadorf]

No description provided.

[csadorf]

This change is intended to not be breaking, but I have labeled it as breaking until we have checked that it is not.

[codecov-commenter]

Codecov Report

Base: 67.17% // Head: 66.75% // Decreases project coverage by -0.42% ⚠️

Coverage data is based on head (f8a3106) compared to base (8abfd64).
Patch coverage: 98.09% of modified lines in pull request are covered.

Additional details and impacted files

@@               Coverage Diff                @@
##           branch-23.02    #5142      +/-   ##
================================================
- Coverage         67.17%   66.75%   -0.42%     
================================================
  Files               192      191       -1     
  Lines             12425    12235     -190     
================================================
- Hits               8346     8167     -179     
+ Misses             4079     4068      -11     

Impacted Files	Coverage Δ
python/cuml/internals/base_helpers.py	80.59% <ø> (ø)
python/cuml/internals/api_decorators.py	97.82% <97.84%> (+0.23%)	⬆️
...party/sklearn/preprocessing/_column_transformer.py	72.99% <100.00%> (ø)
python/cuml/common/array_descriptor.py	100.00% <100.00%> (ø)
python/cuml/internals/__init__.py	100.00% <100.00%> (ø)
python/cuml/internals/global_settings.py	78.78% <100.00%> (+2.12%)	⬆️
python/cuml/multiclass/multiclass.py	84.61% <100.00%> (ø)
python/cuml/internals/array_sparse.py	84.26% <0.00%> (-1.13%)	⬇️
python/cuml/internals/array.py	81.02% <0.00%> (-0.60%)	⬇️
python/cuml/internals/input_utils.py	77.88% <0.00%> (ø)

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