dev_appserver.py doesn't load appengine_config.py
I had the same problem before. Solved by changing the loading method in app.yaml to wsgi, for example, from:

script: my_app/main.py

To:

script: my_app.main.application

Let me know if it works for you.
I have an App Engine app running locally using dev_appserver.py. In the app directory I have the standard appengine_config.py that is supposed to execute on every request made to the app. In the past it used to execute the module, but suddenly it stopped doing it.
In another app runs on the same machine it works fine.
I checked with Process Monitor to see if the file is loaded from another location, but it's not (I can see the other app's file being loaded).
Any ideas why appengine_config.py is not executed?