Convert startup methods to context manager, and convert runtime warning about resolved lazy imports to doctest.

This fixes a bug that prevents importing the main all module (e.g. in the context of pytest - see #33531).

Depends on #31080

CC: @mkoeppe @fchapoton @tscrim

Component: build

Keywords: sd111

Author: Tobias Diez

Branch/Commit: public/build/startupWarning @ 264aa53

Issue created by migration from https://trac.sagemath.org/ticket/30748