>> stderr is used to log errors. Getting a new error when trying to log
>> an error is kind of annoying.
>
> Hm, what bad surprise/error could appear that would not appear with backslashescape?

$ cat badfilename.py 
badfn = "こんにちは".encode('euc-jp').decode('utf-8', 'surrogateescape')
print("bad filename:", badfn)

$ PYTHONIOENCODING=utf-8:backslashreplace python3 badfilename.py 
bad filename: \udca4\udcb3\udca4\udcf3\udca4ˤ\udcc1\udca4\udccf

$ PYTHONIOENCODING=utf-8:surrogateescape python3 badfilename.py 
bad filename: �����ˤ���