pwb.run_python_file() function replaces sys.path[0] with os.path.dirname(filename) in line 95. But the sys.path[0] must be also be in sys.path[1] which is done in line 210; otherwise scripts might fail (see T249427). Maybe it would be enough to insert the file path in run_python_file() function.
btw the code snipped mentioned above run_python_file has been moved to https://github.com/nedbat/coveragepy/blob/master/coverage/execfile.py