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 84.51%. Comparing base (f4fd6a4) to head (6d603d1).

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #1724      +/-   ##
==========================================
- Coverage   87.01%   84.51%   -2.50%     
==========================================
  Files          40       40              
  Lines        6059     6059              
==========================================
- Hits         5272     5121     -151     
- Misses        787      938     +151     

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

... and 8 files with indirect coverage changes

[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