Added a comment about GIL acquisition vs. multithreading vs. program exit.

[smurfix]

I added a paragraph warning about this problem. Maybe it saves somebody else a few hours of work.

Cf. #890 where one of my problems was exactly this …

[wjakob]

What does "nor ignoring a cancellation" mean?

I will note that nb::is_alive() can be used to skip deallocation/destructor code in some cases. It's not so nice because that causes leaks, but still infinitely preferable to segfaults.

[smurfix]

When you try to acquire the GIL and Python is in shutdown, your thread self-cancels. You can't catch this exception without re-throwing it, the compiler won't let you.

I can't fix the problem by (only) calling is_alive in my own destructors because that's not sufficient if the object contains one of nanobind's. To that effect I created PR #894 which adds aliveness checks to all of nanobind's destructors if they directly acquire the GIL. I didn't yet check whether that's sufficient.