I just ran into a live case of the platform differences here.  Check out http://bugs.python.org/review/19509/ (issue 19509).  Christian uploaded a patch for asyncio, and when I tested it I got a double traceback and a hang.  This could have been avoided if the unregister() call for the closed FD had been silent instead of raising.

I think that the proper fix might have been not to close the socket, but nevertheless this failure confused everyone -- the author of the patch thought it had to do with the SSL version, I was initially confused by the first half of the traceback (which turned out to be expected, this was in an assertRaises() call), and I spent half an hour in pdb to track down the real cause.