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I've also been affected by this and found that if you use asyncio.run() the coroutine is interrupted with a CancelledError as you'd expect. The following script shows that
=======================
import asyncio
async def handle_connection(reader, writer):
 try:
 await reader.readexactly(42)
 except BaseException as err:
 print('Interesting: %r.' % err)
 raise
 finally:
 writer.close()
async def main():
 listener = await asyncio.start_server(handle_connection, '127.0.0.1', 8888)
 try:
 async with listener:
 await listener.serve_forever()
 except KeyboardInterrupt:
 print('KeyboardInterrupt')
asyncio.run(main())
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