Long query gets stuck despite max_statement_time being set

[Bugra]

I am on Ubuntu 18, using oursql 0.9.3.2, and /usr/lib/x86_64-linux-gnu/libmysqlclient.so.20

I am using oursql to connect to 2 different servers: MariaDB 10.1.38 and MariaDB 10.3.15:

Expected behavior (MariaDB 10.1.38):

conn = oursql.connect(host='maridb-10.1.38', ...)
curs = conn.cursor()
curs.execute("SET SESSION max_statement_time=1")
curs.execute("SHOW variables like 'max_statement_%'")
curs.fetchall()
>> [(u'max_statement_time', u'1.000000')]
curs.execute(long_query)
curs.fetchall()
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "oursqlx/cursor.pyx", line 122, in oursql.Cursor.execute (oursqlx/oursql.c:20330)
  File "oursqlx/statement.pyx", line 402, in oursql._Statement.execute (oursqlx/oursql.c:13119)
  File "oursqlx/statement.pyx", line 127, in oursql._Statement._raise_error (oursqlx/oursql.c:9947)
oursql.UnknownError: (1969, 'Query execution was interrupted (max_statement_time exceeded)', None)

Unexpected behavior (MariaDB 10.3.15):

conn = oursql.connect(host='maridb-10.3.15', ...)
curs = conn.cursor()
curs.execute("SET SESSION max_statement_time=1")
curs.execute("SHOW variables like 'max_statement_%'")
curs.fetchall()
>> [(u'max_statement_time', u'1.000000')]
curs.execute(long_query)
curs.fetchall()
... Gets stuck

I have 3 interesting observations:
- looking at 'processlist' on the server side confirms that the query was actually canceled (connection is in sleep mode)
- running the same sequence using the 'mysql' CLI of MariaDB 10.1.38 against the MariaDB 10.3.15 server works fine (query is interrupted).
- running the same sequence using libmysqlclient from C code works.

Any hints as to how to debug this will be highly appreciated.

Below is my C++ program that executes the same using libmysqlclient:

=====================

#include <my_global.h>
#include <mysql.h>

#include <iostream>
using namespace std;

int finish_with_error(MYSQL *con)
{
    cerr << mysql_error(con) << endl;
    mysql_close(con);
    return 1;
}

int main()
{
    cout << "MySQL client version: " << mysql_get_client_info() << endl;

    MYSQL *con = mysql_init(NULL);

    if (con == NULL)
    {
        cerr << "mysqlinit() failed" << endl;
        return 1;
    }

    if (mysql_real_connect(con, "maridb-10.3.15", "<user>", "<password>", "<database>", 0, NULL, 0) == NULL)
    {
        return finish_with_error(con);
    }

    if (mysql_query(con, "SET SESSION max_statement_time=1"))
    {
        return finish_with_error(con);
    }

    if (mysql_query(con, "<long running query>"))
    {
        return finish_with_error(con);
    }

    MYSQL_RES *result = mysql_store_result(con);
    if (result == NULL)
    {
        return finish_with_error(con);
    }
    mysql_free_result(result);

    mysql_close(con);
    return 0;
}

g++ -o test test.cpp $(mysql_config --cflags --libs)
./test

MySQL client version: 5.7.26
Query execution was interrupted (max_statement_time exceeded)