__exit__ method not being called when SIGTERM

Question

Having the following hello.py :

import time
import sys


def do_something_long():
    for _ in range(30):
        print(".", end="")
        sys.stdout.flush()
        time.sleep(1)


class Something:
    def __init__(self):
        pass

    def __enter__(self):
        print("Something __enter__ called")
        return self

    def __exit__(self, typ, value, traceback):
        print("Something __exit__ called")


if __name__ == "__main__":
    with Something():
        do_something_long()

I'm very surprised not to see "Something.__exit__" when I send a SIGTERM to the running process.

I've seen https://stackoverflow.com/a/40866947/446302 as the way to catch signals, but __exit__ method isn't guaranteed to be called to do necessary clean-up ? According to https://en.wikipedia.org/wiki/Signal_(IPC)#SIGTERM , SIGTERM is the appropriate signal to ask the program to do a clean end of process.