In PyPy, datetime.py is a pure Python module (similar to the one in 3.x, but without the _datetime acceleration module).  So comparison with CPython is not relevant here.

In CPython, __module__ is not an attribute of the type, but a property: it is defined in the 'type' object.  The situation is similar to the following script (2.x syntax); the "foo" attribute can be found on the class, but not on instances of the class.

class Type(type):
    foo = 42
class Datetime:
    __metaclass__ = Type
print Datetime.foo
print Datetime().foo

This is a good thing sometimes: for example 'str' has a __dict__ (containing methods) but strings don't have a __dict__ -- storage is optimized and only has an array of chars.  In this case you wouldn't want the class __dict__ be returned instead.