Invalid escape sequence DeprecationWarnings don't trigger by default

GitHub fields:

assignee = None
closed_at = None
created_at = <Date 2020-04-05.20:29:24.208>
labels = ['interpreter-core', 'type-bug', '3.9', '3.10', '3.11']
title = "Invalid escape sequence DeprecationWarnings don't trigger by default"
updated_at = <Date 2021-06-03.18:25:46.751>
user = 'https://github.com/Numerlor'

bugs.python.org fields:

activity = <Date 2021-06-03.18:25:46.751>
actor = 'SnoopJeDi'
assignee = 'none'
closed = False
closed_date = None
closer = None
components = ['Interpreter Core']
creation = <Date 2020-04-05.20:29:24.208>
creator = 'Numerlor'
dependencies = []
files = ['50091']
hgrepos = []
issue_num = 40199
keywords = []
message_count = 9.0
messages = ['365825', '365826', '365832', '366150', '366151', '366191', '394913', '394933', '395030']
nosy_count = 7.0
nosy_names = ['terry.reedy', 'ncoghlan', 'vstinner', 'habnabit', 'serhiy.storchaka', 'Numerlor', 'SnoopJeDi']
pr_nums = []
priority = 'normal'
resolution = None
stage = None
status = 'open'
superseder = None
type = 'behavior'
url = 'https://bugs.python.org/issue40199'
versions = ['Python 3.9', 'Python 3.10', 'Python 3.11']