> Probably it would make sense to modify behavior of the default policy to make get_event_loop to return Thread-local event loop when called from out-of-event-loop and return currently running event loop when called from within a coroutine.

The problem with this approach is that you're relying on the presence of GIL.  If, let's say, PyPy releases tomorrow with 3.5 and STM, this won't work.