Just saw this thread. I was also going to point out the same ticket.
But to provide a follow-up I did find the reason for this behavior.
To put it simply, the fact is that Sage's `Pari` instance is not safe
to use new threads:
This doesn't have an easy solution, but I am working on a work-around
that will solve the problem at least for the Sage docbuild (which
happens to use threads, currently, but doesn't have to...)