Backport PR #39202: REGR: to_stata tried to remove file before closing it#39254

simonjayhawkins wants to merge 2 commits intopandas-dev:1.2.xpandas-dev/pandas:1.2.xfrom

simonjayhawkins:backport-of-pr-39202-on-1.2.xsimonjayhawkins/pandas:backport-of-pr-39202-on-1.2.xCopy head branch name to clipboard