[receiver/azureeventhub] Close storage extension client during compon…

…ent shutdown (open-telemetry#36296)

<!--Ex. Fixing a bug - Describe the bug and how this fixes the issue.
Ex. Adding a feature - Explain what this achieves.-->
#### Description
When using a storage extension, the component will call Close on the
client during component shutdown. This fixes a bug that resulted in a
file potentially remaining locked after component shutdown.

<!-- Issue number (e.g. open-telemetry#1234) or full URL to issue, if applicable. -->
#### Link to tracking issue
open-telemetry#36238

<!--Describe what testing was performed and which tests were added.-->
#### Testing
Since reproducing this was described in the issue as "difficult without
custom code", testing just involved ensuring that unit tests covered the
added code and ran successfully, and manually ensuring that the
collector could still receive events from AEH.

.chloggen/aeh-storageclient-shutdown.yaml

@@ -0,0 +1,27 @@
+# Use this changelog template to create an entry for release notes.
+
+# One of 'breaking', 'deprecation', 'new_component', 'enhancement', 'bug_fix'
+change_type: bug_fix
+
+# The name of the component, or a single word describing the area of concern, (e.g. filelogreceiver)
+component: receiver/azureeventhub
+
+# A brief description of the change.  Surround your text with quotes ("") if it needs to start with a backtick (`).
+note: When using a storage extension, the component will call Close on the client during component shutdown. This fixes a bug that resulted in a file potentially remaining locked after component shutdown.
+
+# Mandatory: One or more tracking issues related to the change. You can use the PR number here if no issue exists.
+issues: [36238]
+
+# (Optional) One or more lines of additional information to render under the primary note.
+# These lines will be padded with 2 spaces and then inserted directly into the document.
+# Use pipe (|) for multiline entries.
+subtext:
+
+# If your change doesn't affect end users or the exported elements of any package,
+# you should instead start your pull request title with [chore] or use the "Skip Changelog" label.
+# Optional: The change log or logs in which this entry should be included.
+# e.g. '[user]' or '[user, api]'
+# Include 'user' if the change is relevant to end users.
+# Include 'api' if there is a change to a library API.
+# Default: '[user]'
+change_logs: [user]