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It seems to me that atexit is simple by design: It registers callables that do one thing, period. If you have dependencies in your cleanup code, you should write a function doing the Right ThingTM and register that. This keeps the implementation simple, otherwise we’d have to debate LIFO vs. FIFO, adding an argument to register vs. exposing the list of callables, etc.
If you agree, I could make a patch to make the docs more explicit about atexit’s simplicity and lack of guarantee about run order.