The relative symbolic link in /usr/lib/python2.7/dist- packages/pylocales seem to be the problem.
sqlite3 can not open '/usr/lib/python2.7/dist- packages/pylocales/locales.db' unless you run it from the same directory. If the symbolic link is changed to an absolute path the error is gone. Building the package from source using 'debuild -us -uc' removes this bug. I noticed that all files installed to /usr/lib/python2.7/dist-packages/ and not to /usr/share/pyshare, which is done in the binary package.