This looks like a bug to me, as this lines sets data=a.fill_value, but it looks like data=a.data was wanted, to write the data array to file?

I'm also a bit uncomfortable with modifying the original array.  I would have said that the data values where masked were irrelevant, but this whole piece of code seems to imply it may not be (!)
So maybe ```data = a.data; data[a.mask]=a.fill_value; np.savez(...data=data...)``` would be nicer?