PARQUET-2477: close readers opened by ParquetFileWriter

[packyan]

Files opened by appendFile method of ParquetFileWriter should be closed correctly.

Make sure you have checked all steps below.

Jira

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[wgtmac]

IIUC, ParquetFileReader implements AutoCloseable which should be closed automatically when the current scope has ended. Could you help investigate why it is not called on Windows? I have concern that this fix might hide the root cause forever.