I think there's a misunderstanding: "wait_at_exit" will make the *executor* forget about the threads, but Python itself still knows about them, and it waits for them to end at interpreter shutdown.

These threads were daemon threads in 3.8, so your patch indeed works there, but we've made them non-daemon in 3.9, for two reasons:
1) daemon threads are fragile and can crash the interpreter at shutdown
2) they are not supported on subinterpreters