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, 10 insertions, 0 deletions

diff --git a/numpy/lib/tests/test_io.py b/numpy/lib/tests/test_io.py
index 4699935ca..cffe7e7ac 100644
--- a/numpy/lib/tests/test_io.py
+++ b/numpy/lib/tests/test_io.py
@@ -2737,3 +2737,13 @@ def test_load_refcount():
     with assert_no_gc_cycles():
         x = np.loadtxt(TextIO("0 1 2 3"), dtype=dt)
         assert_equal(x, np.array([((0, 1), (2, 3))], dtype=dt))
+
+def test_load_multiple_arrays_until_eof():
+    f = BytesIO()
+    np.save(f, 1)
+    np.save(f, 2)
+    f.seek(0)
+    assert np.load(f) == 1
+    assert np.load(f) == 2
+    with pytest.raises(EOFError):
+        np.load(f)