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The case for RuntimeWarning: the object isn't necessarily *broken* as such (most things will still work), but pickling and some introspection features may not work properly.
The case for DeprecationWarning: breaking picking and introspection is bad when the fix (setting __module__) is straightforward, so this should eventually become an AttributeError:
 AttributeError: __module__ not set on builtin type tkapp
My own preference is for the latter - eventually making it a hard requirement to specify the module name properly. Even true builtins officially live in the builtins module:
 >>> str.__module__
 'builtins'