After a quick search, it seems an old problem due to the incompatible version of other libraries, like libX11. As I can’t repeat this issue on my gameshell, I am not sure in your case which library should be updated. By the way, I repost this guide in a better format [Repost with Snapshot] Install and Run Pygame on GameShell with Miniconda. Hope to hear your problem being solved in the end.
UPDATE: I see someone said this problem appears after update SDL to 1.2.15, which version you used?