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> So we stop passing the O_TEMPORARY flag. If __enter__() is called, 
> close() closes the file but doesn't delete anything, and 
> __exit__() closes the file (if open) and deletes it (even if it 
> wasn't open). If there is no __enter__(), close() also deletes the 
> file.
This behavior change is fine if O_TEMPORARY isn't used. I wasn't disagreeing with Ethan. I was providing a summary of a common use case that conflicts with using O_TEMPORARY to make it clear that this flag has to be omitted if we're not implementing something like a delete_on_close boolean option.
Most of my last comment, however, was dedicated to implementing TemporaryFile() if this change is applied, instead of leaving it as an alias for NamedTemporaryFile(). I can't imagine not wanting the guaranteed cleanup semantics of O_TEMPORARY in the case of an anonymous temporary file that doesn't need to be reopened. I also want O_SHORT_LIVED. This opens the file with the attribute FILE_ATTRIBUTE_TEMPORARY [1], which tells the cache manager to try to keep the file contents in memory instead of flushing data to disk.
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[1] https://docs.microsoft.com/en-us/windows/win32/api/fileapi/nf-fileapi-createfilew#caching_behavior