I don't think this is an event loop problem at all, no even loop is spun up just by importing arcpy (however, there is an event loop running in ArcMap and friends that WILL conflict with the easygui event loop). This looks like a locale issue -- try setting your locale to English - US in ArcGIS administrator under the Advanced... button and see if this still is an issue. If so, try using python's locale module to reset the locale to en_US after importing arcpy.