Fix the bug that Maze2D and AntMaze cannot be used in windows

[dragon-wang]

Hi, thank you very much for providing such a good open source dataset, but I am having the same problem as #98 when running Maze2D and AntMaze on windows.

The method "mujoco_py.load_model_from_path(fullpath)" can't load the file because it was opened but not closed when the temporary file was generated. So I closed the file before calling this method, and it worked.