A follow-on re the cx_Freeze issue: I looked at the source code, and found it doesn't seem to be doing any thread creation. But I found that in the initscripts/Console.py, there are the following lines:

    if sys.version_info[:2] >= (2, 5):
        module = sys.modules.get("threading")
        if module is not None:
            module._shutdown()

If these lines are commented-out, then the error message at exit does not occur.