I failed to reproduce the issue on my Fedora 31 laptop using 20 processes running on parallel (my CPU has 4 cores: 8 threads).

vstinner@apu$ ./python -Wall -m test -R 3:3 -j 20 test_mailbox -m test_clean -F
0:00:00 load avg: 14.86 Run tests in parallel using 20 child processes
(...)
0:01:12 load avg: 18.81 [321] test_mailbox passed
beginning 6 repetitions
123456
......
^C
Kill <TestWorkerProcess #1 running test=test_mailbox pid=82501 time=2.2 sec> process group
Kill <TestWorkerProcess #2 running test=test_mailbox pid=82485 time=4.1 sec> process group
Kill <TestWorkerProcess #3 running test=test_mailbox pid=82499 time=2.5 sec> process group
Kill <TestWorkerProcess #4 running test=test_mailbox pid=82525 time=131 ms> process group
Kill <TestWorkerProcess #5 running test=test_mailbox pid=82504 time=1.8 sec> process group
Kill <TestWorkerProcess #6 running test=test_mailbox pid=82514 time=761 ms> process group
Kill <TestWorkerProcess #7 running test=test_mailbox pid=82522 time=239 ms> process group
Kill <TestWorkerProcess #8 running test=test_mailbox pid=82509 time=1.3 sec> process group
Kill <TestWorkerProcess #9 running test=test_mailbox pid=82523 time=194 ms> process group
Kill <TestWorkerProcess #10 running test=test_mailbox pid=82513 time=787 ms> process group
Kill <TestWorkerProcess #11 running test=test_mailbox pid=82495 time=3.0 sec> process group
Kill <TestWorkerProcess #12 running test=test_mailbox pid=82515 time=674 ms> process group
Kill <TestWorkerProcess #13 running test=test_mailbox pid=82483 time=4.2 sec> process group
Kill <TestWorkerProcess #14 running test=test_mailbox pid=82482 time=4.3 sec> process group
Kill <TestWorkerProcess #15 running test=test_mailbox pid=82487 time=3.7 sec> process group
Kill <TestWorkerProcess #16 running test=test_mailbox pid=82492 time=3.3 sec> process group
Kill <TestWorkerProcess #17 running test=test_mailbox pid=82491 time=3.4 sec> process group
Kill <TestWorkerProcess #18 running test=test_mailbox pid=82500 time=2.4 sec> process group
Kill <TestWorkerProcess #19 running test=test_mailbox pid=82494 time=3.1 sec> process group
Kill <TestWorkerProcess #20 running test=test_mailbox pid=82506 time=1.5 sec> process group

== Tests result: INTERRUPTED ==
Test suite interrupted by signal SIGINT.

321 tests OK.

Total duration: 1 min 12 sec
Tests result: INTERRUPTED