HTTPResponse is not recognized as a subtype of typing.IO

[asottile]

Copied from python/mypy#3108

From SO:

request = urllib.request.Request(get_file_url, headers=self.data_api_headers)

with urllib.request.urlopen(request) as response:
    with open(export_file_path, 'wb') as out_file:

        shutil.copyfileobj(response, out_file)

This fails with Argument 1 to "copyfileobj" has incompatible type "Union[HTTPResponse, BinaryIO]"; expected IO[Any] because HTTPResponse derives from io.BufferedIOBase, which (despite being a binary IO) does not derive from typing.BinaryIO (nor does io.RawIOBase; also io.IOBase does not derive from typing.IO).

When I attempted to derive them as I thought would make sense, I got errors because __enter__ and other methods are defined both in io.IOBase and in typing.BinaryIO.

Not sure how to solve it.

[asottile]

From @ethanhs

This came up again in #2188 (comment) it seems.