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CI: Flaky ResourceWarning('unclosed file <_io.BufferedRandom ...  #44844

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@mroeschke

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@mroeschke

Example:
https://dev.azure.com/pandas-dev/pandas/_build/results?buildId=70478&view=logs&jobId=cb04ab33-336b-54ee-68fe-dcd3abde835b&j=cb04ab33-336b-54ee-68fe-dcd3abde835b&t=0558d00d-ff4a-5538-0de9-a0e7f449700f

Previous debugging attempt: #44634

Since it's a io.BufferedRandom, it should be a file handle opened in + mode: #44634 (comment)

This only appears when tm.assert_produces_warning is called since it's checking for extra warnings. It's likely coming from an optional dependency at this point, but unconfirmed.

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    CIContinuous IntegrationUnreliable TestUnit tests that occasionally fail

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