Improve zip file example

[nhz2]

As noted by @JakeZw in #1158 (comment)

The zip file example was not properly closing things.
And as noted in JuliaIO/ZipArchives.jl#90, using mmap might not always be ideal.

This PR changes the example to avoid using streaming or mmap and instead buffers everything in memory to keep things simple.

I can give a more complete example based on the code in https://github.com/JuliaIO/ZipArchives.jl/blob/v2.5.1/test/test_file-array.jl
But this can get more complicated.

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 90.55%. Comparing base (04ec1cf) to head (8cf0b96).

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #1166   +/-   ##
=======================================
  Coverage   90.55%   90.55%           
=======================================
  Files           9        9           
  Lines        2319     2319           
=======================================
  Hits         2100     2100           
  Misses        219      219           

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