> I'm running some long-running (possibly infinite) tasks in the thread pool,
> and I cancel them in an `atexit` callback

Alternately, perhaps ThreadPoolExecutor isn't the right fit here, as implied by the route you ended up going.  It seems like it's not well-suited for long-running (or infinite) tasks.  In that case, perhaps the concurrent.futures docs could be more clear about when ThreadPoolExecutor is not a good fit and what the alternatives are.