## What changes were proposed in this pull request?

This uses the try/finally pattern to ensure streams are closed after use. `UnsafeShuffleWriter` wasn't closing compression streams, causing them to leak resources until garbage collected. This was causing a problem with codecs that use off-heap memory.

## How was this patch tested?

Current tests are sufficient. This should not change behavior.

Author: Ryan Blue <blue@apache.org>

Closes #14093 from rdblue/SPARK-16420-unsafe-shuffle-writer-leak.