I realised I wasn't entirely clear about the "warning misattribution" problem that's implied by Chi Hsuan's problem report, so here's the behaviour when using "-W all" rather than "-W error":

    $ echo "print('\d')" > bad_escape.py
    $ echo "import bad_escape" > escape_warning.py
    $ ./python -W all escape_warning.py 
    _frozen_importlib:205: DeprecationWarning: invalid escape sequence '\d'
    \d

That's a misattribution - the warning should be reported against the module being imported, not against the import system itself.

Compare that to the attribution of the old SyntaxWarning for assignments prior to a scope declaration:

    $ cat syntax_warning.py 
    def f():
        x = 1
        global x
    $ python3 -c "import syntax_warning" 
    /home/ncoghlan/devel/py36/syntax_warning.py:3: SyntaxWarning: name 'x' is assigned to before global declaration
      global x

(Run with 3.5, as that became a full SyntaxError for 3.6)