I can understand why. AFAIK Cython creates a class that stores attributes not in __dict__, but packed in a structure, as for __slots__. This increases the basicstate. But if it doesn't provide nor __dict__, nor __slotnames__, nor any pickle-related method, the default implementation object.__reduce_ex__ returned a value that didn't contain the full state of the object. Therefore the object couldn't be correctly unpickled, copied, or deepcopied. If this is true, there is a bug in Cython. But if deepcopying worked for Cython objects, we need to find how object's state is retrieved and take this into account in our code.

If this is Cython bug, may be we have to change an exception to a warning in maintained releases.