The with-x style macros can indeed be replaced by functions that take a closure. E.g. in Scheme you have the function (call-with-input-file string proc).

The macro is slightly more concise. Contrast

  (with-input-file (x "x") (print (read x))) ; Common Lisp

with

  (call-with-input-file "x" (lambda (x) (print (read x)))) ; Scheme