BUG: Fix file leaks in csv parsers (GH#45384)
- [x] closes #45384
- [ ] tests added / passed
- [ ] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them
- [x] whatsnew entry

I originally tried to implement the tests using the `@td.check_file_leaks` decorator but couldn't get this to cause a failing test. e.g. the following test:
```
import pandas.util._test_decorators as td

@td.check_file_leaks
def test_file_leaks(datapath):
    test2csv = datapath("io", "parser", "data", "test2.csv")
    h = open(test2csv, "r")
```

Run with:
```
python -W default -m pytest pandas/tests/io/parser/ -k test_file_leaks
```

Passes with the following output on Ubuntu 20 - note that the warning indicates that there is definitely a leak, but the decorator hasn't caught it:
```
=============================================================================================== test session starts ===============================================================================================
platform linux -- Python 3.9.9, pytest-6.2.5, py-1.11.0, pluggy-1.0.0
rootdir: /home/ubuntu/pandas, configfile: pyproject.toml
plugins: hypothesis-6.35.0
collected 4651 items / 4650 deselected / 1 selected

pandas/tests/io/parser/test_parse_dates.py .

================================================================================================ warnings summary =================================================================================================
pandas/tests/io/parser/test_parse_dates.py::test_file_leaks
  /home/ubuntu/pandas/.venv/lib/python3.9/site-packages/_pytest/python.py:183: ResourceWarning: unclosed file <_io.TextIOWrapper name='/home/ubuntu/pandas/pandas/tests/io/parser/data/test2.csv' mode='r' encoding='UTF-8'>
    result = testfunction(**testargs)

-- Docs: https://docs.pytest.org/en/stable/warnings.html
------------------------------------------------------------------------------ generated xml file: /home/ubuntu/pandas/test-data.xml ------------------------------------------------------------------------------
============================================================================================== slowest 30 durations ===============================================================================================

(3 durations < 0.005s hidden.  Use -vv to show these durations.)
================================================================================== 1 passed, 4650 deselected, 1 warning in 0.97s ==================================================================================
```
Hello @mrob95! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:









There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2022-01-15 21:27:57 UTC > this looks a lot more than a minimal change

Mostly whitespace changes, can skip them on github:
![image](https://user-images.githubusercontent.com/6618166/149639089-db29f427-7549-41c3-b3bd-cc4a50b2d89b.png)

 > this looks a lot more than a minimal change
> 
> pls be very targeted

git made a bit of a meal of the diff but it is almost entirely indentation changes. Having one try/except around everything following `_open_handles` seems less error-prone than trying to wrap every fallible call individually.

#45389 looks like a cleaner fix anyway, so I'm happy for this to be closed. thanks @mrob95 merged #45389 