Close the temporary file before re-opening it.

On Windows, we cannot reuse the temp.name to
reopen the file *unless* it has been closed
before [0].

This problem in turn made the `move_file`
request to fail, since the file was still
open at the time.

[0] https://docs.python.org/2/library/tempfile.html#tempfile.NamedTemporaryFile
Tweak Windows temp.close() comment line.