Move cleanup logic from `__aexit__()` to `disconnect()`

[llucax]

What's needed?

We need to make it more intuitive for users to be able to add cleanup logic to sub-classes. Right now users need to override __aexit__ which has more complexity than disconnect() (extra arguments), which users usually don't need to care about.

Proposed solution

• Move cleanup logic from __aexit__() to disconnect() and call disconnect() from __aexit__ (like we call connect() in __aenter__).
• Document how users should add cleanup code overriding disconnect() (probably add an example with stopping broadcasters, being that one very common use case).

Use cases

• Stopping and cleaning up broadcasters.