Keep .X when setting filename to None

[eroell]

• Closes .X is lost when setting anndata.filename to None #1723
• Tests added
• Release note added (or unnecessary)

Does _to_memory_mode only get called by the filename setter anyways? And are there reasons to not just call to_memory from this setter?

If not worth to go in depths here anymore, the removed _ would fix a bug for now I guess

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 84.52%. Comparing base (ea997d0) to head (a191287).
Report is 2 commits behind head on main.

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #1724   +/-   ##
=======================================
  Coverage   84.52%   84.52%           
=======================================
  Files          40       40           
  Lines        6075     6075           
=======================================
  Hits         5135     5135           
  Misses        940      940           

Files with missing lines	Coverage Δ
src/anndata/_core/file_backing.py	91.07% <100.00%> (ø)

[ilan-gold]

@eroell Please add a test to check the behavior is correct of this so we can verify the fix actually works

[eroell]

Added a minimal check to verify this behaviour

[eroell]

added, @ilan-gold