[PR #8875/0478f143 backport][3.10] Fix unclosed transport warning

[patchback]

This is a backport of PR #8875 as merged into master (0478f14).

Fixes #5426.

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 97.71%. Comparing base (c19cc77) to head (5b94721).
Report is 212 commits behind head on 3.10.

✅ All tests successful. No failed tests found.

Additional details and impacted files

@@            Coverage Diff             @@
##             3.10    #8906      +/-   ##
==========================================
+ Coverage   97.64%   97.71%   +0.07%     
==========================================
  Files         108      108              
  Lines       34228    34222       -6     
  Branches     4070     4067       -3     
==========================================
+ Hits        33421    33440      +19     
+ Misses        605      585      -20     
+ Partials      202      197       -5     

Flag	Coverage Δ
CI-GHA	97.60% <100.00%> (+0.06%)	⬆️
OS-Linux	97.29% <100.00%> (+0.13%)	⬆️
OS-Windows	94.83% <100.00%> (+0.09%)	⬆️
OS-macOS	96.97% <100.00%> (+0.01%)	⬆️
Py-3.10.11	97.06% <100.00%> (+<0.01%)	⬆️
Py-3.10.14	96.99% <100.00%> (+<0.01%)	⬆️
Py-3.11.9	97.22% <100.00%> (+<0.01%)	⬆️
Py-3.12.4	94.63% <100.00%> (?)
Py-3.12.5	97.03% <100.00%> (+0.01%)	⬆️
Py-3.8.10	94.47% <100.00%> (+<0.01%)	⬆️
Py-3.8.18	96.80% <100.00%> (+<0.01%)	⬆️
Py-3.9.13	96.96% <100.00%> (+0.31%)	⬆️
Py-3.9.19	96.90% <100.00%> (?)
Py-pypy7.3.16	96.49% <100.00%> (?)
VM-macos	96.97% <100.00%> (+0.01%)	⬆️
VM-ubuntu	97.29% <100.00%> (+0.13%)	⬆️
VM-windows	94.83% <100.00%> (+0.09%)	⬆️

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