PR Summary

Turns out io.FileIO is not the ideal type hint, and excludes some common usage such as io.BytesIO.

This also ensures that the filename or file object type hints include pathlib.Path.

These were discovered by running typecheckers over some of our larger downstream users, such as xarray, seaborn, and plotnine.
(Note that there are a small handful of additional changes to type hints required for these libraries, but those will come in as PRs of only related ideas)

PR Checklist

Documentation and Tests

• Has pytest style unit tests (and pytest passes)
• Documentation is sphinx and numpydoc compliant (the docs should build without error).
• New plotting related features are documented with examples.

Release Notes

• New features are marked with a .. versionadded:: directive in the docstring and documented in doc/users/next_whats_new/
• API changes are marked with a .. versionchanged:: directive in the docstring and documented in doc/api/next_api_changes/
• Release notes conform with instructions in next_whats_new/README.rst or next_api_changes/README.rst