I think this may have been introduced when _math.c was added as a source file of the “cmath” module in r76978 (Issue 7518). In /setup.py:585 there are two distutils.core.Extension objects, both mentioning _math.c. In the build_ext._build_extensions_parallel() method at /Lib/distutils/command/build_ext.py:449, it appears to be invoking build_extension() in two concurrent threads, once for each module, including math and cmath.
I don’t know how this code is meant to work, but it looks like either the “build_ext” class should not be creating the same object file in two different threads, or /setup.py should not be giving it the same _math.c file for two different modules.