Converting raw thesaurus data into nice JSON file
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The current code looks clean enough. Since it will be a command line utility, I'd suggest taking up the argparse or click. argparse is a python inbuilt module, so your end package will not have a dependency other than the dictionary files.

The json package provide the method json.dump which can write directly to a file. No need to have extra memory consumption.

Instead of using print statements, I'd go with logging builtin module with possibly multiple handlers, if you want to stream logs to console or file etc.