We could implement ownership transfer in CPython in the future, but it's a bit trickier. In Rust, "move" to transfer ownership is part of the language, but there isn't an equivalent in C or Python, so it's difficult to determine when to transfer ownership and which thread should be the new owner. We could use heuristics: we might give up or transfer ownership when putting an object in a queue.SimpleQueue, but even there it's hard to know ahead of time which thread will "get" the enqueued object.
I think the performance benefit would also be small. Many objects are only accessed by a single thread, some objects are accessed by many threads, but few objects are exclusively accessed by one thread and then exclusively accessed by a different thread.