Always mark background threads as daemon.

Fix #1455.

src/websockets/sync/connection.py

@@ -82,8 +82,13 @@ def __init__(
         # Mapping of ping IDs to pong waiters, in chronological order.
         self.ping_waiters: Dict[bytes, threading.Event] = {}
 
-        # Receiving events from the socket.
-        self.recv_events_thread = threading.Thread(target=self.recv_events)
+        # Receiving events from the socket. This thread explicitly is marked as
+        # to support creating a connection in a non-daemon thread then using it
+        # in a daemon thread; this shouldn't block the intpreter from exiting.
+        self.recv_events_thread = threading.Thread(
+            target=self.recv_events,
+            daemon=True,
+        )
         self.recv_events_thread.start()
 
         # Exception raised in recv_events, to be chained to ConnectionClosed

src/websockets/sync/server.py

@@ -233,6 +233,9 @@ def serve_forever(self) -> None:
                 sock, addr = self.socket.accept()
             except OSError:
                 break
+            # Since there isn't a mechanism for tracking connections and waiting
+            # for them to terminate, we cannot use daemon threads, or else all
+            # connections would be terminate brutally when closing the server.
             thread = threading.Thread(target=self.handler, args=(sock, addr))
             thread.start()