Fix this error found in debug logs of gentoo packaging of round 2.2.0.

/roundup/backends/indexer_dbm.py:253: ResourceWarning: unclosed file
<_io.BufferedWriter name='test-index/indexes/index.db-'>
    open(self.indexdb+'-', 'wb').write(zlib.compress(marshal.dumps(dbfil)))

Also added test that calls save_index(), reloads the index and tests
that the original item. I am not sure how Gentoo hit
this But they were missing a number of backends. So it's possible that
indexer_dbm.py is not getting fully tested depending on what is
installed on the system. Codecov from CI didnt show
indexer_dbm.py:save_index() being covered.