Replace io.open using pathlib

[arunpersaud]

Pull Request Checklist

• I’ve read the guidelines for contributing.
• I updated AUTHORS.txt and CHANGES.txt (if the change is non-trivial) and documentation (if applicable).
• I tested my changes.

Description

Replaced io.open using pathlib. This reduces a bit of code (often two lines of with-statement and f.read() can be replaced with a single line).

Replaced code and ran pytest to check for errors (some pytests mocks will need to be updated).

I haven't replaced all io.open so far, but thought I already create a PR to get some initial feedback. Happy to continue this if PR is welcome.