Manage asyncio loop creation manually

[philippjfr]

Attempt at resolving current test issues. Previously we created event loops via tornado, now we manually create a new event loop and close it once we're done with it.

[codecov]

Codecov Report

Attention: Patch coverage is 98.95833% with 3 lines in your changes missing coverage. Please review.

Project coverage is 82.11%. Comparing base (d48c45f) to head (35ff450).
Report is 1 commits behind head on main.

Files with missing lines	Patch %	Lines
panel/io/server.py	89.47%	2 Missing ⚠️
panel/tests/util.py	0.00%	1 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #7591      +/-   ##
==========================================
- Coverage   82.24%   82.11%   -0.13%     
==========================================
  Files         339      340       +1     
  Lines       51476    51477       +1     
==========================================
- Hits        42334    42271      -63     
- Misses       9142     9206      +64     

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