OK,

I think I found my problem.  I was using the main interpreter state 
(the one created by Py_Initialize) to create new thread states with.  
It seems that this interpreter state is reserved for GIL functions so 
one will need to create a new interpreter state with 
PyInterpeterState_New and use that interpreter state when creating the 
cooperating threads.  So now this check makes sense.  If one is 
swapping in a ts belonging to the main interpreter state, it best be 
the GIL thread state.