Exceptions leaking into stderr

I am trying to catch paramiko exceptions but they are still written to stderr.

Is there a way to stop writing there?

EDIT: It happens even before paramiko gets involved:

import pysftp

try:
    pysftp.Connection(host="localhost")
except Exception as e:
    print(e)

Results in:

Example with proper SFTP params:

UPDATE:

$ pipenv graph
...
pysftp==0.2.9
  - paramiko [required: >=1.17, installed: 2.6.0]
...

$ pipenv run python
Python 3.7.3 (default, Jul 19 2019, 11:21:39)
[Clang 11.0.0 (clang-1100.0.28.3)] on darwin
Type "help", "copyright", "credits" or "license" for more information.
>>> import pysftp
>>> try:
...     pysftp.Connection(host="localhost")
... except Exception as e:
...     print(e)
...
No hostkey for host localhost found.
Exception ignored in: <function Connection.__del__ at 0x10f7e8268>
Traceback (most recent call last):
  File "/Users/andrei/Work/try/.venv/lib/python3.7/site-packages/pysftp/__init__.py", line 1013, in __del__
    self.close()
  File "/Users/andrei/Work/try/.venv/lib/python3.7/site-packages/pysftp/__init__.py", line 784, in close
    if self._sftp_live:
AttributeError: 'Connection' object has no attribute '_sftp_live'
>>>

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