Simply try something like unpickling a 10 GB data structure while keeping your GUI in the main thread responsive. You cannot do that because the GIL locks up everything while modifying data structures. Move the data to another process instead of another thread. Great, your GUI is responsive but you can't access the data from the main thread.
You can say that such a humongous data structure is wrong or that a GUI isn't meant to be responsive or programmed in Python or that I'm holding it wrong. Probably right.