GNU Parallel and Python atexit

I was trying to run a python script with GNU parallel. Everything seems to work, except for the atexit routine used inside the python script. It seems, after ctrl+c, parallel is killing the python process without giving python a chance to call the registered atexit routine. How to make parallel a bit nicer towards the child processes?

Here is an example to show the behaviour.

test_signal.py:

#!/usr/bin/env python3

import time
import sys
import atexit

def cleanup():
    print('cleanup called', flush=True)

atexit.register(cleanup)

time.sleep(60)
print('completed process', sys.argv[1])

Tested with the command:

chmod +x test_signal.py
./test_signal.py 1 # this works as expected when using ^C
parallel -j 4 ./test_signal.py {} ::: $(seq 1 12) # this one does not