[larsoner]

I was getting a bunch of ResourceWarnings in MNE-Python CIs:

ResourceWarning: unclosed <ssl.SSLSocket fd=14, family=2, type=1, proto=6, laddr=('30.0.158.241', 47702), raddr=('18.25.8.254', 443)>

Fix it by wrapping in context managers that close the resource.

The diff is really just a couple of lines plus an indentation change, so viewing with whitespace off might aid review.

This is really arguably an upstream bug with urllib3-future where a session can be closed too early, but by creating and using the session, pooch can avoid it.

Relevant issues/PRs:

None that I saw with a quick search

[leouieda]

Thanks for reporting and for the fix! The test failure seems to be non-related (I'm rerunning to check) and the style failure as well. I'll take a closer look later and merge if nothing comes up.