well, urlopen does return an file like object for socket connection which closes itself when it goes out of scope, as you raised this bug, I think a more explicit context manager like behavior can be tried. But I am afraid that it would complex to implement with the module than it sounds.

I see some example illustrated like this:
http://stackoverflow.com/questions/1522636/should-i-call-close-after-urllib-urlopen

import contextlib

with contextlib.closing(urllib.urlopen(u)) as x:
   ...use x at will here...


But it would be good to have this ticket as a feature request open.