OK. BEFORE I open a new issue, I am going to guess that something is wrong with finding _socket.so - because it exists, but "something" is not finding it.

Following modules built successfully but were removed because they could not be imported:^M
_asyncio                                                       ^M
^M
running build_scripts^M
copying and adjusting /data/prj/python/git/python3-3.9/Tools/scripts/pydoc3 -> build/scripts-3.9^M
copying and adjusting /data/prj/python/git/python3-3.9/Tools/scripts/idle3 -> build/scripts-3.9^M
copying and adjusting /data/prj/python/git/python3-3.9/Tools/scripts/2to3 -> build/scripts-3.9^M
changing mode of build/scripts-3.9/pydoc3 from 644 to 755^M
changing mode of build/scripts-3.9/idle3 from 644 to 755^M
changing mode of build/scripts-3.9/2to3 from 644 to 755^M
renaming build/scripts-3.9/pydoc3 to build/scripts-3.9/pydoc3.9^M
renaming build/scripts-3.9/idle3 to build/scripts-3.9/idle3.9^M
renaming build/scripts-3.9/2to3 to build/scripts-3.9/2to3-3.9^M
xlc_r -c  -DNDEBUG -O -I/opt/include -O2 -qmaxmem=-1 -qarch=pwr5     -I../git/python3-3.9/Include/internal -IObjects -IInclude -IPython -I. -I../git/python3-3.9/Include -I/opt/include   -DPy_BUILD_CORE -o Programs/_testembed.o ../git
/python3-3.9/Programs/_testembed.c^M
../git/python3-3.9/Modules/makexp_aix Modules/python.exp . libpython3.9.a;  xlc_r /opt/lib/libintl.a -L/opt/lib -liconv -lexpat    -Wl,-bE:Modules/python.exp -lld -o Programs/_testembed Programs/_testembed.o libpython3.9.so -lintl -l
dl  -lm   -lm ^M

NOTE: The module was built successfully, but not found.

root@x065:[/data/prj/python/python3-3.9]find . -name _socket.so
./build/lib.aix-5307-0747-32-3.9/_socket.so