[Python] Py_FinalizeEx does not clean up everything when rerun of import openai script?

I am coding with CPython library and embedded python into my c++ program. I use python to run scripts and call Py_Initialize and Py_FinalizeEx per run. It works fine until I try to import openai in script. Somehow Py_FinalizeEx does not truly clean up everything before shutdown of python, because on second run of the script, this error is thrown which says I double initialized PyO3:

Traceback (most recent call last):
File "E:\VS_ProJectS\x64\Release\Script\AIRequest.py", line 3, in <module>
import openai
File "E:\VS_ProJectS\ThirdParty\tool\python\lib\site-packages\openai\__init__.py", line 8, in <module>
from . import types
File "E:\VS_ProJectS\ThirdParty\tool\python\lib\site-packages\openai\types\__init__.py", line 5, in <module>
from .batch import Batch as Batch
File "E:\VS_ProJectS\ThirdParty\tool\python\lib\site-packages\openai\types\batch.py", line 6, in <module>
from .._models import BaseModel
File "E:\VS_ProJectS\ThirdParty\tool\python\lib\site-packages\openai\_models.py", line 24, in <module>
from pydantic.fields import FieldInfo
File "E:\VS_ProJectS\ThirdParty\tool\python\lib\site-packages\pydantic\fields.py", line 17, in <module>
from pydantic_core import PydanticUndefined
File "E:\VS_ProJectS\ThirdParty\tool\python\lib\site-packages\pydantic_core\__init__.py", line 6, in <module>
from ._pydantic_core import (
ImportError: PyO3 modules compiled for CPython 3.8 or older may only be initialized once per interpreter process


how fix this problem with Py_FinalizeEx()?

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