I'm still a bit confused why it gets escaped - as far as I know, the escaping only happens when you repr() a string, as the displayhook does automatically:

>>> a = """ a ' single and " double quote """
>>> a
' a \' single and " double quote '
>>> print(repr(a))
' a \' single and " double quote '
>>> print("%r" % a)
' a \' single and " double quote '
>>> print(a)
 a ' single and " double quote

The warnings code doesn't appear to ever repr() the message. So I guess it's some further bit of interaction with doctest. But unfortunately I don't have time to dig through doctest to try and understand it.