API: Raise EOFError when trying to load past the end of a `.npy` file (#23105)

Currently, the following code:
```
import numpy as np
with open('foo.npy', 'wb') as f:
    for i in range(np.random.randint(10)):
        np.save(f, 1)

with open('foo.npy', 'rb') as f:
    while True:
        np.load(f)
```
Will raise:
```
ValueError: Cannot load file containing pickled data when allow_pickle=False
```
While there is no pickled data in the file.

1 files changed, 5 insertions, 0 deletions

diff --git a/doc/release/upcoming_changes/23105.compatibility.rst b/doc/release/upcoming_changes/23105.compatibility.rst
new file mode 100644
index 000000000..8a0b677e5
--- /dev/null
+++ b/doc/release/upcoming_changes/23105.compatibility.rst
@@ -0,0 +1,5 @@
+* When loading data from a file handle using ``np.load``,
+  if the handle is at the end of file, as can happen when reading
+  multiple arrays by calling ``np.load`` repeatedly, numpy previously
+  raised ``ValueError`` if ``allow_pickle=False``, and ``OSError`` if
+  ``allow_pickle=True``. Now it raises ``EOFError`` instead, in both cases.