Hmm, actually, this is a regression in Python 3.4.  Let's amend the test class to include a __getnewargs__():

class Picky(object):
    """Options container that returns None for all options.
    """
    def __getstate__(self):
        return {}

    def __getnewargs__(self):
        return ()

    def __getattr__(self, attr):
        return None

This class is picklable in Python 2.7 - 3.3, but not in 3.4.