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Issue 29988 covers the fact that with the default SIGINT handler installed, a poorly timed Ctrl-C can lead to context managers failing to even start running their __(a)exit__ methods, let alone complete them.
For the asynchronous case, the problem is even worse, as the *event loop* may be interrupted at arbitrary points if the default SIGINT handler is left in place.
To handle this robustly, it's desirable to make it easy to switch event-driven programs over to cooperative Ctrl-C handling by installing an asyncio SIGINT handler while the event loop is running, rather than leaving the default SIGINT handler in place.
(Note: while installing a cooperative SIGINT handler will enable more robust event-loop managed resource cleanup, it will have the downside that Ctrl-C won't be able to interrupt a coroutine that has incorrectly blocked the main thread)