Thank you for reporting this. The issue, as you reported, is that the internal version of Python, used to support stats reports and expert-systems rules, does not support the cp949 encoding on Windows. This bug has already been identified and fixed in our current release branch, and will be available in the next release.
Until then, as a work-around, you can set the environment variable NSYS_PYTHONIOENCODING to utf-8. You were correct to think setting PYTHONIOENCODING should have fixed the issue, but since many of our customers use Nsight Systems to profile Python applications, the internal Python is configured to only pay attention to env vars with the prefix “NSYS_PYTHON…” rather than just “PYTHON…”. This allows customers to use different values for their application without affecting the Python environment Nsight Systems is using.