What does this implement/fix? Explain your changes.

This change fixes hidden bug. Once python cleaning up enough memory, objects from previous engine run becomes corrupted and produces segfault.
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Does this close any currently open issues?

It's required but not enough to fix this issue
#499
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Any other comments?

Described problem never pop up, because ~PyObject currently does not called by the GC (due to some reasons). So many many time pythonnet lives without garbage collection with constant memory leak.
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Checklist

Check all those that are applicable and complete.

• Make sure to include one or more tests for your change
• If an enhancement PR, please create docs and at best an example
• Add yourself to AUTHORS
• Updated the CHANGELOG