This is a good point and something I hadn't thought about. I'm also a happy Windows user, and have never had a problem with Python installations. But like you say, Python isn't baked into the system.
I do use one piece of commercial software that includes Python. You can see the installer saying "installing Python." I suppose it should fall on the OS and software vendors to not abuse the infrastructure... "to whom much is given, much is expected," but maybe too much to expect.
