This was recently discovered to be a problem  and was patched in all branches. I have no idea when 2.7.4 will be released, so I'd like to propose 2.7.3-r3 with this .
If I understand correctly this is an exception triggered during thread shutdown that makes it to logs. Is there harmful behaviour fixed by this other than log noise in some conditions?
I don't think I'm really qualified to answer any better than the discussion on bpo bug report. On basic level, I'm not sure why the "normal" should be to start filtering this out in my logs.
@python: This looks like it can be closed if it was fixed in Python 2.7.4?