[subinterpreters] _xxsubinterpreters: Can't unpickle objects defined in __main__

GitHub fields:

assignee = None
closed_at = None
created_at = <Date 2019-06-15.13:06:31.523>
labels = ['expert-subinterpreters', 'type-bug', '3.8', '3.9']
title = "[subinterpreters] _xxsubinterpreters: Can't unpickle objects defined in __main__"
updated_at = <Date 2020-05-15.00:40:23.299>
user = 'https://github.com/crusaderky'

bugs.python.org fields:

activity = <Date 2020-05-15.00:40:23.299>
actor = 'vstinner'
assignee = 'none'
closed = False
closed_date = None
closer = None
components = ['Subinterpreters']
creation = <Date 2019-06-15.13:06:31.523>
creator = 'crusaderky'
dependencies = []
files = []
hgrepos = []
issue_num = 37292
keywords = []
message_count = 6.0
messages = ['345680', '357396', '357413', '357447', '357448', '358423']
nosy_count = 5.0
nosy_names = ['ncoghlan', 'eric.snow', 'maciej.szulik', 'crusaderky', 'LewisGaul']
pr_nums = []
priority = 'normal'
resolution = None
stage = None
status = 'open'
superseder = None
type = 'behavior'
url = 'https://bugs.python.org/issue37292'
versions = ['Python 3.8', 'Python 3.9']