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I don't think it's worth complicating the code for this (except perhaps by making the tests fail more gracefully).
The tasks and futures modules import various things from concurrent.futures (some exceptions, and some constants for wait()).
If a platform doesn't have threads, asyncio is not very useful anyway -- you can't create network connections or servers because of the way getaddrinfo() is called.
I recall that this was reported before and I decided I just didn't care.
Who would be using such an old FreeBSD version anyway (while wanting to use a bleeding edge Python version and the bleeding edge asyncio package)?