Reproduced on 3.10:

Running Release|Win32 interpreter...
Python 3.10.0a1+ (heads/exceptionGroup-stage1-dirty:928c211ad8, Oct 28 2020, 14:36:37) [MSC v.1916 32 bit (Intel)] on win32
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>>> raise SyntaxError("some message")
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
SyntaxError: some message

>>> import traceback
>>> import sys
>>> sys.excepthook = traceback.print_exception
>>> raise SyntaxError("some message")
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "<string>", line None
SyntaxError: some message