On the main branch, I can reproduce test_pha_required_nocert() failure:

vstinner@DESKTOP-DK7VBIL C:\vstinner\python\main>python -m test test_ssl -u all -v -F -j5 -m test_pha_required_nocert

test_pha_required_nocert (test.test_ssl.TestPostHandshakeAuth) ...  server:  new connection from ('127.0.0.1', 57456)
 client cert is None
 client did not provide a cert
 server: connection cipher is now ('TLS_AES_256_GCM_SHA384', 'TLSv1.3', 256)
TLS: (<ssl.SSLSocket fd=644, family=AF_INET, type=SOCK_STREAM, proto=0, laddr=('127.0.0.1', 57455), raddr=('127.0.0.1', 57456)>, 'write', TLSVersion.TLSv1_3, _TLSContentType.ALERT, _TLSAlertType.CERTIFICA
TE_REQUIRED, b'\x02t')
Test server failure:
Traceback (most recent call last):
   File "C:\vstinner\python\main\lib\test\test_ssl.py", line 2444, in run
    msg = self.read()
   File "C:\vstinner\python\main\lib\test\test_ssl.py", line 2421, in read
    return self.sslconn.read()
   File "C:\vstinner\python\main\lib\ssl.py", line 1131, in read
    return self._sslobj.read(len)
 ssl.SSLError: [SSL: PEER_DID_NOT_RETURN_A_CERTIFICATE] peer did not return a certificate (_ssl.c:2522)
FAIL

======================================================================
FAIL: test_pha_required_nocert (test.test_ssl.TestPostHandshakeAuth)
----------------------------------------------------------------------
Traceback (most recent call last):
  File "C:\vstinner\python\main\lib\test\test_ssl.py", line 4458, in test_pha_required_nocert
    with self.assertRaisesRegex(
AssertionError: SSLError not raised