I failed to write a reproducer from scratch. So let me share my notes here. The first point is that remove() function of WeakValueDictionary keeps WeakValueDictionary.data alive like that:

---
class NoisyDel:
    def __del__(self):
        print("dealloc data dict")

def create_closure():
    data = {0: NoisyDel()}
    def remove():
        return data
    return remove

remove = create_closure()
print("clear ")
remove = None
print("exit")
---

data is only deleted once remove is cleared.