We always explicitly document what the context manager does even if it simply calls an object's close() method. See https://docs.python.org/3/library/fileinput.html#fileinput.input and https://docs.python.org/3/library/shelve.html#shelve.Shelf for example.

In this case, the documentation already explains what the context manager does after the with block finishes (it also explains the behavior on success and error) with a detailed example.

Would adding a "con.close()" line to the example at https://docs.python.org/3/library/sqlite3.html#using-the-connection-as-a-context-manager clarify the behavior for you?