$ LC_ALL=C ./python -We -m test -vuall -m test_strings test_gdb
...
======================================================================
FAIL: test_strings (test.test_gdb.PrettyPrintTests)
Verify the pretty-printing of unicode strings
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Traceback (most recent call last):
  File "/home/serhiy/py/cpython3.7/Lib/test/test_gdb.py", line 331, in test_strings
    check_repr('\u2620')
  File "/home/serhiy/py/cpython3.7/Lib/test/test_gdb.py", line 323, in check_repr
    self.assertGdbRepr(text)
  File "/home/serhiy/py/cpython3.7/Lib/test/test_gdb.py", line 271, in assertGdbRepr
    % (gdb_repr, exp_repr, gdb_output)))
AssertionError: "'\\u2620'" != "'☠'"
- '\u2620'
+ '☠'
 : "'\\u2620'" did not equal expected "'☠'"; full output was:
Breakpoint 1 at 0x11a4df: file Python/bltinmodule.c, line 1215.
[Thread debugging using libthread_db enabled]
Using host libthread_db library "/lib/x86_64-linux-gnu/libthread_db.so.1".

Breakpoint 1, builtin_id (self=self@entry=, v='\u2620') at Python/bltinmodule.c:1215
1215    {
#0  builtin_id (self=, v='\u2620') at Python/bltinmodule.c:1215


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This looks be related to PEP 538.