TST: Unignore unclosed socket ResourceWarning - #17274

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• Do the proposed changes actually accomplish desired goals?
• Do the proposed changes follow the Astropy coding guidelines?
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• Is this a big PR that makes a "What's new?" entry worthwhile and if so, is (1) a "what's new" entry included in this PR and (2) the "whatsnew-needed" label applied?
• At the time of adding the milestone, if the milestone set requires a backport to release branch(es), apply the appropriate "backport-X.Y.x" label(s) before merge.

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