>Getting the module name from the caller's frame is an expensive operation. It is safe to set __module__ to None. In such case the pickle module is able to find the proper module containing the definition of the class.

Wow, indeed it works. I also tried it from another module other than `__main__` and it works.

Checking the source, I see the "magic" happens in pickle's `whichmodule` function when looping over `sys.modules` if `__module__` is not found. If that case, why check for `__module__` in the first place? wouldn't it be simpler to always loop over sys.modules? Is it to avoid looping over `sys.modules` whenever possible?