I found a “solution” on the forum, but it breaks the matplotlib plotting.
import matplotlib
#This line fixes the interactivity issue, but now matplotlib doesn't work (see below).
matplotlib.use('Agg')
import matplotlib.pyplot as plt
import ROOT
gLine = ROOT.TGraph()
gLine.SetPoint(0,0,1)
gLine.SetPoint(1,2,3)
gLine.Draw("ALP")
ROOT.gPad.Update()
#This plot never appears!
plt.plot((0,2), (1,3))
plt.show()
raw_input("Press Enter to exit...")