Improve database connections management

[Guts]

Close #163

[codecov-commenter]

Codecov Report

Merging #169 (9daa1f5) into master (8f6af20) will decrease coverage by 16.53%.
The diff coverage is 0.73%.

@@            Coverage Diff             @@
##           master    #169       +/-   ##
==========================================
- Coverage   17.24%   0.71%   -16.54%     
==========================================
  Files          40      41        +1     
  Lines        3977    3934       -43     
  Branches      604     598        -6     
==========================================
- Hits          686      28      -658     
- Misses       3241    3905      +664     
+ Partials       50       1       -49     

Impacted Files	Coverage Δ
gml_application_schema_toolbox/constants.py	0.00% <0.00%> (ø)
...lication_schema_toolbox/core/load_gmlas_in_qgis.py	0.00% <0.00%> (-83.00%)	⬇️
..._application_schema_toolbox/core/qgis_urlopener.py	0.00% <ø> (-55.00%)	⬇️
..._schema_toolbox/extlibs/qgis_processing_postgis.py	0.00% <0.00%> (ø)
..._application_schema_toolbox/gui/database_widget.py	0.00% <0.00%> (ø)
...plication_schema_toolbox/gui/export_gmlas_panel.py	0.00% <0.00%> (ø)
...plication_schema_toolbox/gui/import_gmlas_panel.py	0.00% <0.00%> (ø)
gml_application_schema_toolbox/gui/load_wizard.py	0.00% <0.00%> (ø)
..._application_schema_toolbox/gui/load_wizard_wfs.py	0.00% <0.00%> (ø)
gml_application_schema_toolbox/main.py	0.00% <0.00%> (ø)
... and 29 more