Transitioning from mesh.xml to mesh.xdmf, from dolfin-convert to meshio

mesh
90

I tried this with meshio-4.0.8:

import meshio
msh = meshio.read("Monopole2.msh")
for cell in msh.cells:
    if cell.type == "tetra":
        tet_cells = cell.data
for key in msh.cell_data_dict["gmsh:physical"].keys():
    if key == "tetra":
        tetra_data = msh.cell_data_dict["gmsh:physical"][key]
tet_mesh = meshio.Mesh(points=msh.points, cells={"tetra": tet_cells})
meshio.write("mesh.xdmf", tet_mesh)

and it dies with the following error message:

Traceback (most recent call last):
  File "Monopole2.py", line 10, in <module>
    meshio.write("mesh.xdmf", tet_mesh)
  File "/home/bill/.local/lib/python3.6/site-packages/meshio/_helpers.py", line 119, in write
    file_format = _filetype_from_path(path)
  File "/home/bill/.local/lib/python3.6/site-packages/meshio/_helpers.py", line 33, in _filetype_from_path
    raise ReadError("Could not deduce file format from extension '{}'.".format(ext))
meshio._exceptions.ReadError: Could not deduce file format from extension '.xdmf'.

How can I make this work?

My full 3D GMSH mesh file found here. It is a bit big to post as code for E-Z copy paste.

PS- Just tried this code posted by @dokken earlier. It gives the same error.

import meshio
msh = meshio.read("Monopole2.msh")
meshio.write("mesh.xdmf",
                     meshio.Mesh(points = msh.points,
                                            cells = {'tetra': msh.cells_dict['tetra']}))