This is supposed to fix "Should not load state for ${oid of a skin} when
the connection is closed" sometimes happening with live tests (especially
when the test self.publish and the developer access the site while the
test is suspended on a debugger breakpoint).

The object accessed after the connection is closed was a skin (python
script, sometimes page template or form) that was cached in SKINDATA.
The mechanism to prune entries from the cache uses REQUEST.hold API
which expects that REQUEST.close is called on request, but because
requests were not closed at the end of the request, it happened that
the cache was reused from another connection.

This change to close the requests, like ERP5TypeTestCase is doing in
tearDown (the actual close is done by Testing.ZopeTestCase.connections).

By closing requests at the end of tests, we also have to change so that
at the beginning of the test we initialize the request, by using the same
setSite and setupCurrentSkin that are done in ERP5TypeTestCase.