Close the context-manager. Address the env changed warning in the CI.

Author: orsenthil

Lib/test/test_urllib2.py

@@ -1888,6 +1888,7 @@ def test_digest_auth_failure_code(self):
                                                   "www.example.com",
                                                   req, headers)
                 self.assertEqual(cm.exception.code, code)
+                cm.exception.close()
 
     def test_unsupported_auth_basic_handler(self):
         # While using BasicAuthHandler