New semanal: Spurious "Missing return statement" in async function

[JelleZijlstra]

$ cat santa/scheduler/loop.py 
from typing import Any


async def loop() -> None:
    def signal_handler(signum: Any, frame: Any) -> None:
        nonlocal running
        running = False

    running = True
$ mypy --new-semantic-analyzer santa/scheduler/loop.py 
santa/scheduler/loop.py:4: error: Missing return statement
santa/scheduler/loop.py:6: error: No binding for nonlocal 'running' found

The second error is #7057, but the first error goes away if I fix that error (by removing the nonlocal or moving the running = True above the nested function).

I ran into this issue in two places in my code. I minimized the other one to this:

$ cat santa/lib/git_repo.py 
from typing import Any


async def ensure_exists(self) -> None:
    async def create_worktree_at(x: Any) -> None:
        await x.check_call(worktree_dir)
$ mypy --new-semantic-analyzer santa/lib/git_repo.py 
santa/lib/git_repo.py:4: error: Missing return statement
santa/lib/git_repo.py:5: error: Missing return statement
santa/lib/git_repo.py:6: error: Name 'worktree_dir' is not defined

Here too there is an unrelated error that has to trigger for the "Missing return statement" to appear. The original code actually had no errors, though.