The workaround to the never-ending threads resulted in standard Python termination not taking place. I raised this in https://github.com/jpype-project/jpype/issues/961.
This workaround is very involved, but means that we can restore the expected atexit behaviour. As soon as there is a solution in place in JPype I would be happy to remove this implementation. atexit-tools can be found at https://gitlab.cern.ch/acc-co/devops/python/incubator/atexit-tools (it is a thin wrapper of https://github.com/sagemath/sage/blob/b5c9cf037cbce672101725f269470135b9b2c5c4/src/sage/cpython/atexit.pyx).
cc @mihostet