> Lib/test/support/__init__.py::threading_cleanup() complains about dangling threads even if the reference in question would be cleaned up by the garbage collector.

It's a deliberate choice. It helped me to find real bugs. For example, I found a very old reference cycle in socket.create_connection().

The error message ("dangling threads") doesn't help, but it means that "something is wrong" in your test.

Sadly, sometimes you have to explicitly do something like "self.thread = None" in your test.

I wrote an article to explain these things:
https://vstinner.github.io/contrib-cpython-2017q3-part2.html

Instead of calling support.gc_collect(), I suggest to write documentation, maybe as a comment in support.threading_cleanup()?, explaining the warning and how to fix it. Maybe with a link to this issue? :-)