aio.Consul.close() uses aiohttp.ClientSession.close() which returns a coroutine that was never awaited. When this happens, RuntimeWarnings are raised on termination:

RazAnyVision · RazAnyVision · commit 598813c21b36 · 2020-03-14T02:50:05.000+02:00
RuntimeWarning: coroutine 'ClientSession.close' was never awaited
  self._session.close()
RuntimeWarning: Enable tracemalloc to get the object allocation traceback
Unclosed client session
client_session: &lt;aiohttp.client.ClientSession object at 0x7fee7d894340&gt;
Unclosed connector
connections: [&lt;a long list of connections&gt;]
connector: &lt;aiohttp.connector.TCPConnector object at 0x7fee7d894310&gt;

In this change the coroutine will be returned so it could be awaited and by that avoids these warnings.
diff --git a/consul/aio.py b/consul/aio.py
@@ -36,7 +36,7 @@ def __del__(self):
             if not self._session.closed:
                 warnings.warn("Unclosed connector in aio.Consul.HTTPClient",
                               ResourceWarning)
-                self.close()
+                self._loop.run_until_complete(self.close())
 
     def get(self, callback, path, params=None):
         uri = self.uri(path, params)
@@ -55,7 +55,7 @@ def post(self, callback, path, params=None, data=''):
         return self._request(callback, 'POST', uri, data=data)
 
     def close(self):
-        self._session.close()
+        return self._session.close()
 
 
 class Consul(base.Consul):
@@ -70,4 +70,4 @@ def connect(self, host, port, scheme, verify=True, cert=None):
 
     def close(self):
         """Close all opened http connections"""
-        self.http.close()
+        return self.http.close()
