Replaced open with Context Mgrs in Parser Tests
Maybe closes #21102 and #19984, though if not should still work as a general cleanup
Just did a search and there are a surprising number of non-context manager `open`s in the codebase. Is there a cleanup effort around this? Fix as you see them? # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/21105?src=pr&el=h1) Report
> Merging [#21105](https://codecov.io/gh/pandas-dev/pandas/pull/21105?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/d623ffd90f57abda2beb34d807da58ca95b3743d?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/21105/graphs/tree.svg?height=150&width=650&token=eZ4WkYLtcO&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/21105?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master   #21105   +/-   ##
=======================================
  Coverage   91.83%   91.83%           
=======================================
  Files         153      153           
  Lines       49497    49497           
=======================================
  Hits        45456    45456           
  Misses       4041     4041
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.23% <ø> (ø)` | :arrow_up: |
| #single | `41.88% <ø> (ø)` | :arrow_up: |


------

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> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/21105?src=pr&el=footer). Last update [d623ffd...e61612a](https://codecov.io/gh/pandas-dev/pandas/pull/21105?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 @alysivji are those using IO buffers or file handles? If the former I don't think it's a necessity. The latter should definitely be cleaned up  thanks @WillAyd 

if you can see if #21102 and #19984 are fixed would be great. Is that validated by restarting the failed jobs associated with those? oh those were just transient issues
u can restart older jobs but not much point as you generally need to rebase anyhow OK yea figured that was the case. I'm reading this as "wait and see if this issue pops back up again" so doing nothing for now, but if I'm missing something let me know yep - nothing to do now