Noted by Guido:

Note in the "Caveats" section should refer to the exit() function, not
exit_thread().

Doc/lib/libthread.tex

@@ -108,7 +108,7 @@ module is available, interrupts always go to the main thread.)
 
 \item
 Calling \function{sys.exit()} or raising the \exception{SystemExit}
-exception is equivalent to calling \function{exit_thread()}.
+exception is equivalent to calling \function{exit()}.
 
 \item
 Not all built-in functions that may block waiting for I/O allow other