It is not clear from the docs what the expected behavior of factory is.  It is certainly the case that the custom classes used by mailbox by default do not close the file they are passed.  So either those classes should close the input file and factory should be so documented, or all the methods that create a message object should close the input file when they create one.  Since the existing get_message methods take care to close any opened input files, I favor the latter (ie: the OP's suggestion).

Anyone care to propose a patch?