test: properly scope file write in a test

This test work with cpython because as we do not assign the open file to
a variable, the reference counting garbage collect it right after the
`write` call. Deleting the file object mean the write is flushed.

On an interpreter without reference counting, as pypy, the file object might be
garbaged collected too late, breaking the test.

So we give the file object a clear life cycle.