It was actually through playing with aiohttp that I first hit this issue.  I think I originally hit the problem with something like:

import asyncio
import aiohttp

@asyncio.coroutine
def do_work(future):
    response = yield from aiohttp.request('get', 'http://google.com')
    future.set_result(None)

loop = asyncio.get_event_loop()
future = asyncio.Future()
asyncio.Task(do_work(future))
future.add_done_callback(print)
loop.run_forever()