PR Summary

• Make sure that figures are closed when check_figures_equal finishes #15589: Make sure that figures are closed when check_figures_equal finishes
• TST: use pytest name in naming files for check_figures_equal #16693: TST: use pytest name in naming files for check_figures_equal

PR Checklist

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