fix open data store connect and close and address future warnings for pandas

[kbuma]

Summary

Adds close method to the stores that have connect and fixes issue with loading data from manifest when connecting.
Also addresses some future deprecation warnings related to DataFrame usage.

Checklist

• Google format doc strings added.
• Code linted with ruff. (For guidance in fixing rule violates, see rule list)
• Type annotations included. Check with mypy.
• Tests added for new features/fixes.
• I have run the tests locally and they passed.

[codecov]

Codecov Report

Attention: 9 lines in your changes are missing coverage. Please review.

Comparison is base (d2bd95e) 81.73% compared to head (70a9541) 81.58%.
Report is 1 commits behind head on main.

Files	Patch %	Lines
src/maggma/stores/open_data.py	0.00%	9 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main     #920      +/-   ##
==========================================
- Coverage   81.73%   81.58%   -0.15%     
==========================================
  Files          46       46              
  Lines        3930     3937       +7     
==========================================
  Hits         3212     3212              
- Misses        718      725       +7     

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