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Fix file descriptor leaks in glue.ligolw.utils

Leo P. Singer requested to merge leo-singer/glue:glue-ligolw-utils-fix-fd-leaks into master

Make sure that glue.ligolw.utils.load_{filename,url} close any file descriptors that they open. This will improve the stability of long-running processes that read or write many LIGO-LW files.

The indication that they were leaking file descriptors came from pytest-openfiles warnings in the ligo.skymap unit tests.

CC @kipp.cannon, @ryan.fisher.

Edited by Leo P. Singer

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