azure-sdk-for-python: Unexpected program hang after exception is raised while iterating a generator

• Package Name: azure-servicebus
• Package Version: 7.4.0
• Operating System: GNU/Linux
• Python Version: 3.9.9

Strangely, the following program does not terminate:

from azure.identity import DefaultAzureCredential
from azure.servicebus import (
    ServiceBusClient,
    ServiceBusReceiveMode,
)


def receive():
    namespace = 'xxx'
    topic = 'yyy'
    subscription = 'zzz'

    credential = DefaultAzureCredential()
    client = ServiceBusClient(
        fully_qualified_namespace=f'{namespace}.servicebus.windows.net',
        credential=credential,
    )

    with client as client:
        receiver = client.get_subscription_receiver(
            topic_name=topic,
            subscription_name=subscription,
            receive_mode=ServiceBusReceiveMode.PEEK_LOCK,
        )
        with receiver as receiver:
            for message in receiver:
                yield message


def main():
    messages = receive()
    for message in messages:
        raise Exception('Terminate program.')


if __name__ == '__main__':
    main()

It prints the exception and hangs:

Traceback (most recent call last):
  File "/home/indy/dm/sb-experiment/./sbexperiment/app.py", line 40, in <module>
    main()
  File "/home/indy/dm/sb-experiment/./sbexperiment/app.py", line 36, in main
    raise Exception('Terminate program.')
Exception: Terminate program.

But it works as expected when I modify main() to this:

def main():
    for message in receive():
        raise Exception('Terminate program.')