I agree with you, example should be in a using block, but don't worry even if an exception is raised, the file will be closed when the garbage collector destroy it.
To see that, try to open a file without closing it, then if
+ you call GC.Collect : no exception will be raised if you try to open again another file with the same path.
+ you don't call GC.Collect : you'll get an exception if the file deny share.