> I mean, after this change, different versions of SQLite will behave differently.

Yes, this is explained in the news item:

    Fetch across rollback no longer raises :exc:`~sqlite3.InterfaceError`.
    Instead we leave it to the SQLite library to handle these cases.

> And give a message for SQLITE_ABORT_ROLLBACK to explain this problem.

I'm not sure this is a good idea; I believe letting the underlying SQLite library explain the error is better than trying to deduce stuff based on what was known at compile time and what we know at runtime.

> It just leaks resource, apart from this, there seems to be no problem.

Can you provide a reproducer? We've run this change through the ref. leak bots, and they are all green, so if there's a ref. leak, the test suite needs improvements.