exception occurred so it should only be closed in the else clause.
Without this change we can an UnboundLocalError on Linux:

Traceback (most recent call last):
  File "Lib/test/test_mmap.py", line 304, in ?
    test_both()
  File "Lib/test/test_mmap.py", line 208, in test_both
    m.close()
UnboundLocalError: local variable 'm' referenced before assignment