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Clean up entity dataframes or temporary tables by default #1902

Description

@woop

Is your feature request related to a problem? Please describe.
Currently when a user runs get_historical_features() Feast will upload or create an entity dataframe in the offline store. Feast will then build a training dataset and return that to the user. Feast does not clean up the temporary tables, but often sets an expiry. This means that a data warehouse constantly has a set of temporary tables waiting to expire.

Describe the solution you'd like
Delete entity dataframe tables after a training dataset has been created (as well as other temporary tables in the creation process).

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