BUG: Close Gzipfile in votable/utils properly

[pllim]

Description

This pull request is to separate out the io.votable bugfix that Python 3.12 smoked out at #14784 because:

• the other PR just drags on, and
• this bug fix could potentially benefit LTS too.

Credit for this fix goes to @maxnoe , whom I credited as co-author.

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[github-actions]

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[pllim]

Why is RTD so slow? 😒

[pllim]

This was already reviewed and approved in the other PR, so merging.