Your object is likely holding some file descriptor or something like that. The pipeline steps are all running in separate processes (they can even run on different machines while running remotely). You need to make sure that the objects that you are returning are thus pickleable and can be passed between these processes. You can try to see that the logger you are passing around is indeed pickalable by calling pickle.dump(s) on it an then loading it in another run.
The best practice would be to have a separate logger for each step