Using gdb, I dig the problem:
 * when CTRL+c is pressed, signal_handler (sig_num=2) 
at ./Modules/signalmodule.c:175 is called
 * signal_handler() stores the signal has a "pending call"
 * Linux kernel interrupts its name resolution (it looks like it's the 
read() syscall?) and return the error ETIMEDOUT (110)
 * back to socket_gethostbyaddr(): result=110, h=NULL
 * gethost_common() set an error using set_herror(1)
 * socket_gethostbyaddr() return NULL

Later, Py_MakePendingCalls() will call signal_default_int_handler() 
which raises the KeyboardInterrupt.