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Generators deliberately don't support the context management protocol. This is so that they raise an explicit TypeError or AttributeError (pointing out that __exit__ is missing) if you leave out the @contextmanager decorator when you're using a generator to write an actual context manager.
Generators supporting the context management protocol natively would turn that into a far more subtle (and confusing) error: your code would silently fail to invoke the generator body.
Ensuring this common error remains easy to detect is far more important than making it easier to invoke close() on a generator object (particularly when contextlib.closing() already makes that very easy).