/usr/lib/pyshared/python2.7/selinux/audit2why.so is in python-selinux 2.1.0-4.1ubuntu1.
This file is owned by root:root, with mode 0o777.
It is a symlink to /usr/lib/pyshared/python2.7/selinux/../../../python2.7/dist-packages/selinux/audit2why.so