It's not just the message attribute; the problem is
that the current code expects that the exception
won't be modified between creation and unpickling.

For example:

>>> import pickle
>>> e = EnvironmentError()
>>> e.filename = "x"
>>> new = pickle.dumps(pickle.loads(e))
>>> print new.filename
None
>>> e = SyntaxError()
>>> e.lineno = 10
>>> new = pickle.loads(pickle.dumps(e))
>>> print new.lineno
None