Revert "explicitly close response object"

This reverts commit 2124fe0.

Author: varun-edachali-dbx

src/databricks/sql/backend/sea/utils/http_client.py

@@ -189,16 +189,17 @@ def _make_request(
 
         logger.debug(f"Making {method} request to {path}")
 
-        response = None
         try:
             response = self.session.request(
                 method=method.upper(),
                 url=f"{self.base_url}{path}",
                 json=data,  # requests handles JSON encoding automatically
                 headers=headers,
             )
-            response.raise_for_status()
+
+            response.raise_for_status()  # This will raise an HTTPError for non-2xx responses
             return response.json()
+
         except MaxRetryDurationError as e:
             # MaxRetryDurationError is raised directly by DatabricksRetryPolicy
             # when duration limits are exceeded
@@ -217,9 +218,6 @@ def _make_request(
             logger.error(f"SEA HTTP request failed with exception: {e}")
             error_message = f"Error during request to server. {e}"
             raise RequestError(error_message, None, e)
-        finally:
-            if response is not None:
-                response.close()
 
     def _get_command_type_from_path(self, path: str, method: str) -> CommandType:
         """