PR Summary

Closes (part of) #13400.
I decided against calling QtWidgets.QApplication.setQuitOnLastWindowClosed(True) because this was explicitly set from IPython (https://github.com/ipython/ipykernel/blob/master/ipykernel/eventloops.py#L117) so it seems counterproductive to undo their choice here. The default is already true (https://doc.qt.io/qt-5/qguiapplication.html#quitOnLastWindowClosed-prop) so we should generally assume that if someone set it to false, they know what they're doing.

PR Checklist

• Has Pytest style unit tests
• Code is Flake 8 compliant
• New features are documented, with examples if plot related
• Documentation is sphinx and numpydoc compliant
• Added an entry to doc/users/next_whats_new/ if major new feature (follow instructions in README.rst there)
• Documented in doc/api/api_changes.rst if API changed in a backward-incompatible way