Fix xnumpy_load for .npz files
PR:
- #5626 

implemented support for streaming `.npy` files by using `numpy.load`.

However, it introduced a bug when used with `.npz` files, within a context manager:
```
ValueError: seek of closed file
```
or in streaming mode:
```
ValueError: I/O operation on closed file.
```

This PR fixes the bug and tests for both `.npy` and `.npz` files.

Fix #5711.