lxml.etree classes don't implement any methods related to pickling: __reduce__, __reduce_ex__, __getstate__, __setstate__, __getnewargs__, __getnewargs_ex__. But there are extension classes which contain the state invisible to Python. In this case they are pickled as empty classes that leads to unexpected error while unpickling. Python 3 detects such cases and raise exceptions while pickling. This change was not backported to 2.7 for compatibility reasons.

The only way to fix this issue in 2.7 is implementing pickle related methods (e.g. __getstate__ or __reduce__) in lxml.etree classes. They should either raise an exception, preventing pickling these objects, or implement support of pickling.