Type of argument is not inferred for a TypeVar in a Generic type

Mypy needs a type annotation for a variable that it could easily infer from the constructor argument annotations. This works perfectly with normal types. But using a TypeVar in a Generic type, somehow it doesn't.

from typing import Generic, TypeVar


class A:
    pass


class B:
    pass


T_Value = TypeVar("T_Value", A, B)


class Guess(Generic[T_Value]):
    def __init__(self, value: T_Value, confidence: float) -> None:
        self.value = value  # <-- line 17
        self.confidence = confidence

Mypy then complains it needs a type annotation

foo.py:17: error: Need type annotation for 'value'

This of course is no big deal since I can just add that annotation:

class Guess(Generic[T_Value]):
    def __init__(self, value: T_Value, confidence: float) -> None:
        self.value: T_Value = value
        self.confidence = confidence

But shouldn't mypy infer the type from the type annotations in the constructor?

If I'm doing something wrong please let me now.
I didn't find a similar issue but if this is a duplicate feel free to close.

I'm using:
Python 3.7.0, mypy 0.610, macOS 10.13.5

Same result with the current master (2018-07-05):
mypy 0.620+dev-f5058bcb269a55b33a02c3e3fd345541839bf06e

Flags I'm using:
strict_optional = true
ignore_missing_imports = true
follow_imports = silent

Reproduce the inline Python example with the reported strict_optional, ignore_missing_imports, and follow_imports settings. Start by tracing mypy's inference for the Generic TypeVar attribute assignment; done means the example no longer requires an explicit annotation and the behavior is covered by a regression test.