Ensure file object is closed in CsvBuilder::Gzip

What does this MR do and why?

This file does the following:

• Ensures file object is close in CsvBuilder::Gzip
• Uses Tempfile.create instead of Tempfile.open which is mostly for backward compatibility.

How to set up and validate locally

Numbered steps to set up and validate the change are strongly suggested.

MR acceptance checklist

This checklist encourages us to confirm any changes have been analyzed to reduce risks in quality, performance, reliability, security, and maintainability.

• I have evaluated the MR acceptance checklist for this MR.