py2exe should detect well-known problems with specific modules, and apply workarounds listed on Wiki pages automatically. The should be accompanied with a corresponding log message:
The following modules appear to be missing
['Interface', 'intSet', 'mxDateTime.__version__', 'win32com.shell']
Applying automatic workaround for known problem with win32com.shell
py2exe should also fail if required modules are missing unless some --force key is in effect.