The workers in ThreadPoolExecutor is not really daemon

Here's the way to avoid this problem. Bad design can be beaten by another bad design. People write daemon=True only if they really know that the worker won't damage any objects or files.

In my case, I created TreadPoolExecutor with a single worker and after a single submit I just deleted the newly created thread from the queue so the interpreter won't wait till this thread stops on its own. Notice that worker threads are created after submit, not after the initialization of TreadPoolExecutor.

import concurrent.futures.thread
from concurrent.futures import ThreadPoolExecutor

...

executor = ThreadPoolExecutor(max_workers=1)
future = executor.submit(lambda: self._exec_file(args))
del concurrent.futures.thread._threads_queues[list(executor._threads)[0]]

It works in Python 3.8 but may not work in 3.9+ since this code is accessing private variables.

See the working piece of code on github

Suddenly... I found why. According to much more source code of ThreadPoolExecutor:

# Workers are created as daemon threads. This is done to allow the interpreter
# to exit when there are still idle threads in a ThreadPoolExecutor's thread
# pool (i.e. shutdown() was not called). However, allowing workers to die with
# the interpreter has two undesirable properties:
#   - The workers would still be running during interpreter shutdown,
#     meaning that they would fail in unpredictable ways.
#   - The workers could be killed while evaluating a work item, which could
#     be bad if the callable being evaluated has external side-effects e.g.
#     writing to a file.
#
# To work around this problem, an exit handler is installed which tells the
# workers to exit when their work queues are empty and then waits until the
# threads finish.

_threads_queues = weakref.WeakKeyDictionary()
_shutdown = False

def _python_exit():
    global _shutdown
    _shutdown = True
    items = list(_threads_queues.items())
    for t, q in items:
        q.put(None)
    for t, q in items:
        t.join()

atexit.register(_python_exit)

There is an exit handler which will join all unfinished worker...