Lots of ResourceWarning during doctests

A lot of these resource warnings are shown when running the doctests. They are normally ignored, but unfortunately can cause issues when raised for docs lines that use `SHOW_WARNIGS`.

```
ResourceWarning: unclosed
```

The issue names no file or specific test; start by running the doctests with warnings visible, especially docs lines that use `SHOW_WARNIGS`. Trace the unclosed `ssl.SSLSocket` warnings to their source and verify that doctest runs no longer emit these ResourceWarnings.

Written by the indexing model from the issue text.