libbpf: Set close-on-exec flag on gzopen

Enable the close-on-exec flag when using gzopen. This is especially important
for multithreaded programs making use of libbpf, where a fork + exec could
race with libbpf library calls, potentially resulting in a file descriptor
leaked to the new process. This got missed in 59842c54 ("libbpf: Ensure
libbpf always opens files with O_CLOEXEC").

Fixes: 59842c54 ("libbpf: Ensure libbpf always opens files with O_CLOEXEC")
Signed-off-by: Marco Vedovati <marco.vedovati@crowdstrike.com>
Signed-off-by: Daniel Borkmann <daniel@iogearbox.net>
Link: https://lore.kernel.org/bpf/20230810214350.106301-1-martin.kelly@crowdstrike.com