The current version of Requests should be just fine with SNI. Further down the GitHub issue you can see the requirements:
- pyOpenSSL
- ndg-httpsclient
- pyasn1
Try installing those packages and then give it another shot.
EDIT: As of Requests v2.12.1, ndg-httpsclient and pyasn1 are no longer required. The full list of required packages is now:
- pyOpenSSL
- idna