You are opening the file in read-only mode. This won't prevent you from modifying any of the in-memory objects, but closing or flushing to the file (as suggested in other answers to this question) won't make any changes to the file. You need to open the file in update mode:
hdul = pyfits.open(filename, mode='update')
Or better yet use the with statement:
with pyfits.open(filename, mode='update') as hdul:
# Make changes to the file...
# The changes will be saved and the underlying file object closed when exiting
# the 'with' block