[Alerting UI] Console error on open Alert create flyout.

[YulNaumenko]

Kibana version:
master

Describe the bug:
Console error appears when user clicks on create Alert flyout in APM application.

Steps to reproduce:

1. Open APM application
2. Click Alerts -> Transaction error rate -> Create threshold alert
3. Flyout is opened and observe a console error:

Errors in browser console (if relevant):

react_devtools_backend.js:2430 Warning: Can't perform a React state update on an unmounted component. This is a no-op, but it indicates a memory leak in your application. To fix, cancel all subscriptions and asynchronous tasks in a useEffect cleanup function.
    in AlertAdd (created by AlertingFlyout)
    in Suspense (created by AlertingFlyout)

Any additional context:
We might need here to refactor the approach about the closing Flyout like it was done for connectors. Instead of passing the props

setAddFlyoutVisibility: React.Dispatch<React.SetStateAction<boolean>>;
addFlyoutVisible: boolean;

it is better to expose onClose method to allow external plugins to manage the flyout behavior onClose event.

[elasticmachine]

Pinging @elastic/kibana-alerting-services (Team:Alerting Services)