Add more complete async test coverage

There has been some [discussion](https://github.com/payjoin/rust-payjoin/pull/1287#issuecomment-3810373195) that the async test coverage is incomplete in rust-payjoin and it would be nice to get more complete coverage there.

While #1287 did add some unit tests for `.save()` and `.save_async()` no coverage exists for `.load()` or `.close()`