DOC: Remove auto_close option form read_hdf
Remove docstring indicating auto_close can be used in read_hdf.
This value is always ignored.
Also removes unreachable code.

xref #9327

hmm, this should be hit in the iterator, or if you pass an open store to `read_hdf`. Maybe not tested.
 It doesn't have a `return` so I don't think it can't do anything.  Maybe I'm missing the point.  Tests pass with it removed.  

There is also another problem if a buffer is passed - there is no code path for a buffer since the `if` only checks for `basestring` and there is no `else`
 I could probably improve it to handle an open store (although why one would want to use `read_hdf` if they have a store open is not obvious).  The path to handle a buffer should be fairly straightforward (for example, if reading a HDF file from the internet).  Presumably no one has ever tried to do this using `read_hdf`
 I _think_ it should handle an open store (and not close it), that is the key. But of its not tested. So for now, let's put a test that hits that path (and you can raise `NotImplemented` or make it work), though the object has to be an actual `HDFStore` (or then its a `ValueError`).

Since this hasn't been hit in real code, either it works (maybe) or raises some weird error. Either way its not tested.
 It now checks and also raises if a generic buffer type is passed.  

Added test for each.
 lgtm. minor comment ping when green.
 merged via https://github.com/pydata/pandas/commit/51047d4992b650bd60c47119ca0f373c61e82fce
