Martin: socket.socket has no destructor so a call to
socket.socket._real_close() is not guaranteed.  Thats fine as its parent
class from socketmodule.c _socket.socket does the right thing in its
destructor.

Amaury: The case you show doesn't call SOCKETCLOSE() because x still
exists and holds a reference to the socket object.

In order to fix that, SocketIO needs to drop its reference on close. 
Take a look at the attached -gps04 patch.  It fixes that.