Make sure that the context manager for sqlite3.Connection works

This was originally reported in https://github.com/davidhalter/jedi/issues/1084.

stdlib/2and3/sqlite3/dbapi2.pyi

@@ -154,7 +154,7 @@ class Connection(object):
                    progress: Optional[Callable[[int, int, int], object]] = ..., name: str = ...,
                    sleep: float = ...) -> None: ...
     def __call__(self, *args, **kwargs): ...
-    def __enter__(self, *args, **kwargs): ...
+    def __enter__(self, *args, **kwargs) -> Connection: ...
     def __exit__(self, *args, **kwargs): ...
 
 class Cursor(Iterator[Any]):