A TLS based approach would presumably allow an embedding application like mod_wsgi to tinker with the state of threads created by naive modules that are unaware of the existence of subinterpreters.
That said, I don't see anything that prevents us from pursuing a TLS based override for the existing PyGILState functions later if the simpler, more explicit approach proves inadequate. As it stands, the new explicit calls allow something like mod_wsgi to define its *own* TLS location for the interpreter that is currently handling callbacks into Python, then use SWIG to generate PyGILState_*Ex calls in callback wrappers that reference that TLS interpreter state.