A quick glance at the IDLE source reveals that KeyboardInterrupts have some special case handling: http://svn.python.org/view/python/tags/r267/Lib/idlelib/PyShell.py?annotate=88851
On top of that, code is actually executed in a separate process which the main IDLE gui process communicates with via RPC. You're going to get different behavior under that model - it's best to just test with the canonical interpreter (via command line, interactive, etc.)
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Digging deeper...
The socket on the RPC server is managed in a secondary thread which is supposed to propagate a KeyboardInterrupt using a call to thread.interrupt_main() ( http://svn.python.org/view/python/tags/r267/Lib/idlelib/run.py?annotate=88851 ). Behavior is not as expected there... This posting hints that for some reason, interrupt_main doesn't provide the level of granularity that you would expect: http://bytes.com/topic/python/answers/38386-thread-interrupt_main-doesnt-seem-work
Async API functions in cPython are a little goofy (from my experience) due to how the interpreter loop is handled, so it doesn't surprise me. interrupt_main() calls PyErr_SetInterrupt() to asynchronously notify the interpreter to handle a SIGINT in the main thread. From http://docs.python.org/c-api/exceptions.html#PyErr_SetInterrupt:
This function simulates the effect of
a SIGINT signal arriving — the next
time PyErr_CheckSignals() is called,
KeyboardInterrupt will be raised
That would require the interpreter to go though whatever number of bytecode instructions before PyErr_CheckSignals() is called again - something that probably doesn't happen during a time.sleep(). I would venture to say that's a wart of simulating a SIGINT rather than actually signaling a SIGINT.
kill -2 <PID-of-Idle>
will stop Idle. – Bethanybethe