Add a regression tests for issue #2567

Author: Pierre-Sassoulas

tests/functional/r/regression_02/regression_2567.py

@@ -0,0 +1,33 @@
+"""
+Regression test for `no-member`.
+See: https://github.com/PyCQA/pylint/issues/2567
+"""
+
+# pylint: disable=missing-docstring,too-few-public-methods
+
+import contextlib
+
+
+@contextlib.contextmanager
+def context_manager():
+    try:
+        yield
+    finally:
+        pass
+
+
+cm = context_manager()
+cm.__enter__()
+cm.__exit__(None, None, None)
+
+
+@contextlib.contextmanager
+def other_context_manager():
+    try:
+        yield
+    finally:
+        pass
+
+
+with other_context_manager():  # notice the function call
+    pass