The leak comes from the following lines of _PySys_EndInit():
---
PyObject *warnoptions = get_warnoptions();
if (warnoptions == NULL)
return -1;
SET_SYS_FROM_STRING_BORROW_INT_RESULT("warnoptions", warnoptions);
PyObject *xoptions = get_xoptions();
if (xoptions == NULL)
return -1;
SET_SYS_FROM_STRING_BORROW_INT_RESULT("_xoptions", xoptions);
---
It's not the first time that I have an issue with these attributes. The last reference weak caused by multiple interpreters was also related to this one if I recall correctly.
See bpo-30598 and my commit 865de27dd79571a4a5c7a7d22a07fb909c4a9f8e.