Make option_context a ContextDecorator.
This makes it possible to use option_context as a decorator over an
entire function, saving an indent level and making it easy to comment
out (or in) the context while keeping correct indentation.

- [ ] closes #xxxx (N/A)
- [X] tests added / passed
- [X] passes `black pandas`
- [X] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [X] whatsnew entry

Can you merge master and repush? Should get CI green done thanks @anntzer 