I suspect that this is either a platform-dependent problem or that something has gone wrong and interrupted the arviz process that would otherwise close the file. It may also have to do with running things is a notebook, though I am skeptical of that. Can you run the following:
import pymc as pm
import arviz as az
with pm.Model() as model:
a = pm.Normal("a")
b = pm.Normal("b", mu=a, sigma=1)
idata = pm.sample()
idata.to_netcdf("test.nc")
idata2 = az.from_netcdf("test.nc")