KillableThread cannot be killed when in time.sleep

```python
import time
import threading

def unkillable_phase(test):
print('hello start')
time.sleep(1)
print('hello middle')
time.sleep(2)
print('hello end')

def alternate_killable_phase(test):
print('hello start')
threading.Event().wait(1)
print('hello middle')
threading.Event().wait(2)
print('hello end')
```

The first phase cannot be killed with CTRL-C, but the second one can be.