Switch most Python RAII guard usages to context manager (#102642)
There are some I can't easily switch due to reasons like:
- Dynamo modelling the guard
- BC concerns (for torch.autograd.set_multithreading_enabled)
Test Plan:
- existing tests
Pull Request resolved: https://github.com/pytorch/pytorch/pull/102642
Approved by: https://github.com/albanD
