The close method does not work for Python UserDefinedFunction

As discussed in https://github.com/apache/flink/pull/9766, the close method of UserDefinedFunction does not work for now as it's not called due to issues of Beam's portability framework, i.e., the SdkHarness in sdk_worker.py need to call the stop method of SdkWorker so that the close method of UserDefinedFunction will be called.