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When an uncached exception arises in "asyncore", the
method "handle_error" is called. This method calls
"self.close()" when it MUST call "self.handle_close()",
in order to support correctly the "delegation" design
pattern, for example.

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Can you expand on your comments. I don't know what the
delegation design pattern you refer to is. Can you provide
an example of why it is necessary that asyncore not call
close()?

While the default .close() method is called inside .handle_close(), not calling .handle_close() in asyncore prevents any subclassed .handle_close() behavior to be run.
Say, for example, that a user has written a subclass where within .handle_connect() the socket is registered somewhere (perhaps for I/O statistics in an FTP or Bittorrent application). Where it would make sense to place the unregistration code is within a .handle_close() method, which is bypassed by the standard .handle_error() code.
I suggest switching to the self.handle_close() call at the end of handle_error() . Doing so preserves the passing of the test suite on release 2.5 on Windows.

I forgot to fix this in my most recent commits, but I'll fix it this
weekend for Python 2.6 .

Fixed for 2.6 in changelist 64768.
Fixed for 3.0 in changelist 64770.