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Agree with Fred here:  not a bug.  The grammar does not 
allow for spaces after the backslash, and not only does 
Python rely on that, but also all the regexp-based parsers 
in assorted tools (from the Emacs python-mode thru IDLE).

The good news is that many tens of thousands of users have 
learned to live with this without any complaint <wink>.

Note that IDLE automatically strips trailing spaces when 
you hit ENTER; many other good programmer's editors do 
too.  The script Tools/Scripts/reindent.py will strip 
trailing spaces in "batch mode" for you.  Note also that 
backslash continuation is *unusual* in Python source code 
(just look at the megabytes of .py files that come with the 
distribution).