I've been seeing failures on the Win10 buildbot 3.x branch that seem to correlate with the timing of this change - could there be some further work needed on Windows? Or, if it's a test-only artifact and the warnings are innocuous, something to ignore the output during the tests?
Specifically, the following warnings occur during test_asyncio:
Warning -- threading_cleanup() failed to cleanup 1 threads (count: 1, dangling: 2)
Warning -- Dangling thread: <_MainThread(MainThread, started 5220)>
See https://buildbot.python.org/all/#/builders/146/builds/23 for the first failing build.