Similar to how one can pass around state inside an OTP GenServer in Erlang.

In Python, it could be a class managing a session type of object, like a TCP socket connection, or managing some piece of hardware that is doing something independently of the other parts of the system, or a database writer, etc.

Oh sure, if I'm understanding you correctly. It's been a few years since I've wrenched on such code, but IIRC, you can pass any seralizable object you want to the function being executed. We used to pass around an in-memory class object, no problem. The tricky part was control flow, but that wasn't celery's problem.