urllib.request.urlopen(data_uri).file are closed automatically when the response is not hold by a variable

Bug report

Opening a data uri with urllib.request.urlopen and read it directly will result in I/O operation on closed file..

Errored example:

from urllib.request import urlopen

url = 'data:text/plain,hello world'
print(urlopen(url).file.read())

"""
Output:

Traceback (most recent call last):
  File "/home/maple3142/tmp/xa.py", line 4, in <module>
    print(urlopen(url).file.read())
ValueError: I/O operation on closed file.
"""

Normal example:

from urllib.request import urlopen

url = 'data:text/plain,hello world'
resp = urlopen(url)
print(resp.file.read())

"""
Output:

b'hello world'
"""

Your environment

• CPython versions tested on: 3.8.11, 3.10.4
• Operating system and architecture: Arch Linux on WSL2 on Windows 10 x64

Start by reproducing the two urllib.request.urlopen examples, then inspect the data-URI handling behind that entry point. Done means the direct chained .file.read() call works without a closed-file error while the existing stored-response example remains correct, with a regression test for the behavior.