Subprocess kills parent process instantly

Question

When I try to run mkdocs serve as a subprocess and use CTRL+C to quit the MkDocs server, the parent Python process quits instantly, too. Not even finally clauses or functions registered with atexit are called.

try:
  os.system('mkdocs serve')
finally:
  print('>> finally')

What the heck is going on? I can't find anything suspicious after looking at the implementation of the mkdocs serve command. Tested with Python 3.4 on Windows.

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Update: Turns out this seems to be an issue with Mintty (GitForWindows) on Windows. Everything works fine if I run the Python script from Cmder or the native Windows command prompt..