test: Use context managers to avoid <_io.FileIO [closed]> warnings

[matthewfeickert]

Description

Resolves #1776

• Use context managers to avoid warnings from files not being closed properly.
• Remove filterwarnings for 'pytest.PytestUnraisableExceptionWarning:Exception ignored in: <_io.FileIO [closed]>' warnings
• Rename context manager variables from PR fix: Specify encoding as utf-8 to enforce PEP 597 #2007 to be more informative

Checklist Before Requesting Reviewer

• Tests are passing
• "WIP" removed from the title of the pull request
• Selected an Assignee for the PR to be responsible for the log summary

Before Merging

For the PR Assignees:

• Summarize commit messages into a comprehensive review of the PR

* Use context managers to avoid warnings from files not being closed properly.
* Remove filterwarnings for 'pytest.PytestUnraisableExceptionWarning:Exception
ignored in: <_io.FileIO [closed]>' warnings.
* Use context managers in docs and notebooks to promote best practices.
* Rename context manager variables from PR #2007 to be more informative.
   - Amends PR #2007

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[matthewfeickert]

Additional context managers still needed in tests/test_scripts.py.