I am reporting this here so that the next person who runs into this and looks into the bug tracker will find out what to do.

You cannot create a venv with Python3.3, 3.4, 3.5. on debian (and likely
on many debian-derived distros). 

 Instead you get Error: Command '['<directory>/bin/python3.4', '-Im', 'ensurepip', '--upgrade', '--default-pip']' returned non-zero exit status 
1

Debian knows all about this, but they don't want to make changes.
https://bugs.debian.org/cgi-bin/bugreport.cgi?bug=732703

Instead, if you want venv to work you will need to install the debian packages python3-venv (for 3.4) and python3.5-venv for 3.5.

Can somebody close this issue now, as this is clearly a debian issue and not a Python bug.  I am just reporting it here so that somebody else who has the problem can find out what to do.