Noisy ResourceWarning messages appearing during unit tests

[jayaddison]

As part of #552, the way that test data is loaded was modified and no longer uses a context manager for the file open operation.

We aren't closing the resulting files automatically, and this can cause some noisy ResourceWarning messages to be produced when unit tests run.

(note: these seem to be suppressed by unittest-parallel, so we don't see them in our GitHub Actions console output)

It'd be good to ensure that the files are closed correctly to remove this noise.