Thank you for the suggestion.
To address the multiple targets use-case, how about to use SBPlatform method instead of SBDebugger?
# platform: lldb.SBPlatform
platform.SetTargetGetModuleCallback(callback)
Target instance always retains PlatformSP set by the Target constructor or SetPlatform. Therefore, if Platform instance retains the callback that is set by the SBPlatform method, Target instance could use it all the time.