Fix ResourceWarning due to unclosed http object during download

[DerDreschner]

When running the tests, I get the following warning in the console:

/IdeaProjects/icalevents/icalevents/icalevents.py:82: ResourceWarning: unclosed <ssl.SSLSocket fd=3, family=2, type=1, proto=6, laddr=('172.17.0.2', 46590), raddr=('185.199.111.133', 443)>
  data += events(
ResourceWarning: Enable tracemalloc to get the object allocation traceback

This happens as the HTTP object isn't closed after the request. It may be closed by the garbage collector during longer runtimes, but in my opinion, it's cleaner to do it manually when the connection isn't needed anymore.

[DerDreschner]

This change is obsolete by #154 as it doesn't happen with urllib3 anymore.