This happens on my Nano )prob affects other platforms as well) when in gets to Numpy. Seen this before so had a clue as to the answer.

The previous step in to build CPython which will happily build with or without SSL/TLS but if you build without SSL/TLS the Numpy fails...

On Ubuntu you get the deps with...
sudo apt-get install libreadline-gplv2-dev libncursesw5-dev libssl-dev libsqlite3-dev tk-dev libgdbm-dev libc6-dev libbz2-dev

Dunno if they're all required (StackOverflow answer)

Prob a good idea to stick a check in for SSL dev libs while building CPython