> Are you sure? I didn't see the daemon flag in ThreadPoolExecutor.

Oh you're right, ThreadPoolExecutor does create daemon threads:

class ThreadPoolExecutor(_base.Executor):
    ...

    def _adjust_thread_count(self):
        # When the executor gets lost, the weakref callback will wake up
        # the worker threads.
        def weakref_cb(_, q=self._work_queue):
            q.put(None)
        # TODO(bquinlan): Should avoid creating new threads if there are more
        # idle threads than items in the work queue.
        if len(self._threads) < self._max_workers:
            t = threading.Thread(target=_worker,
                                 args=(weakref.ref(self, weakref_cb),
                                       self._work_queue))
            t.daemon = True   <======= HERE
            t.start()
            self._threads.add(t)
            _threads_queues[t] = self._work_queue