File:
#! /usr/bin/env python3
with \
  open('file1', 'w') as file1,
  open('file2', 'w') as file2:

  print('ok')

gives error:
  File "./test.py", line 3
    open('file1', 'w') as file1,
                         ^
SyntaxError: invalid syntax

but adding \ after file1 fixes it:
  open('file1', 'w') as file1, \


Location flagged by syntax error (between as and file1) is not correct.