In 3.8:

>>> {1: 2, 3: 4}.keys() & {1, 2}
{1}

In master:

>>> {1: 2, 3: 4}.keys() & iter([1, 2])
set()

The behavior was changed in bpo-27575.

New changeset c38e725 by Serhiy Storchaka (Dong-hee Na) in branch 'master':
bpo-38210: Fix intersection operation with dict view and iterator. (GH-16602)
c38e725

Thank you Dong-hee for your fix!

Please add a test for this regression.

It was added. Do you mean any special?

New changeset d97f1ce by Victor Stinner in branch 'master':
bpo-38210: Fix compiler warning in dictobject.c (GH-16611)
d97f1ce

This caused an unintentional behavior change in the following code:

>>> {1: 2}.items() & {1: {2: 3}}.items()
set()

Before this change, Python 3.6 - 3.8 behaved like this instead:

>>> {1: 2}.items() & {1: {2: 3}}.items()
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
TypeError: unhashable type: 'dict'

Interestingly, this doesn't seem to have a negative effect on correctness as the silently omitted unhashable (k, v) pair is only omitted if it's different between the two dictionaries:

>>> {1: {2: 4}}.items() & {1: {2: 3}}.items()
set()
>>> {2: 1, 1: {2: 4}}.items() & {2: 1, 1: {2: 3}}.items()
{(2, 1)}

If it's the same, we still get an error in Python 3.9:

>>> {1: {2: 3}}.items() & {1: {2: 3}}.items()
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
TypeError: unhashable type: 'dict'
>>> {2: 1, 1: {2: 3}}.items() & {2: 1, 1: {2: 3}}.items()
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
TypeError: unhashable type: 'dict'

Interestingly, this doesn't seem to have a negative effect on correctness as the silently omitted unhashable

I think so too.

The error actually raises when adding the object into the set.

Since the target object to be added is dynamically generated, I think that the issue does not need to be fixed.
Otherwise, we have to check that all objects are addable to set object before executing this operation but it looks harmful to performance.