Fix file descriptors (sockets) leak due to leak urlopen requests

[alxn1]

PR Prelude

• I have read and understood YCM's CONTRIBUTING document.
• I have read and understood YCM's CODE_OF_CONDUCT document.
• I have included tests for the changes in my PR. If not, I have included a
  rationale for why I haven't.
• I understand my PR may be closed if it becomes obvious I didn't
  actually perform all of these steps.

Why this change is necessary and useful

This PR should fix problem described in #4293

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This change is 

[puremourning]

@Mergifyio rebase

Thanks for this! sorry I completely missed it.

[mergify]

rebase

✅ Branch has been successfully rebased

[puremourning]

LGTM!

[codecov]

Codecov Report

❌ Patch coverage is 66.66667% with 1 line in your changes missing coverage. Please review.
✅ Project coverage is 89.73%. Comparing base (fca8f32) to head (3999cf5).
⚠️ Report is 5 commits behind head on master.

Additional details and impacted files

@@             Coverage Diff             @@
##           master    #4294       +/-   ##
===========================================
+ Coverage   75.36%   89.73%   +14.37%     
===========================================
  Files          30       37        +7     
  Lines        2902     4765     +1863     
===========================================
+ Hits         2187     4276     +2089     
+ Misses        715      489      -226     

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[alxn1]

Thank you very much!
And i'm so sorry - i'm couldn't imagine that i can break some tests with this little patch.
I'd fixed tests (which was trying to check requests after completion) today, and for now all should be green (i checked it with docker). I hope :)

[puremourning]

Thanks for the PR!!