What this PR does / why we need it:

The remote online store guide recommends using FeatureStore as a synchronous context manager and calling store.close() without awaiting it. FeatureStore does not implement that context manager protocol, and its close() method is asynchronous, so these examples either fail before retrieval or leave HTTP session cleanup unexecuted.

Replace the synchronous examples with HttpSessionManager.close_session() in a finally block, document await store.close() for asynchronous applications, and explain that the cached HTTP session is shared within the process.

Which issue(s) this PR fixes:

No linked issue.

Checks

• I've made sure the tests are passing.
• My commits are signed off (git commit -s)
• My PR title follows conventional commits format.

Testing Strategy

• Unit tests
• Integration tests
• Manual tests
• Testing is not required for this change

Validated the example's Python syntax, checked the cleanup calls against the current source contract and async provider chain, and ran git diff --cached --check. These are static documentation checks; the example was not executed against Feast. Feast CLI, unit tests, remote-server integration, and Sphinx build were not run.

Release notes

NONE