Another way to look at this is that hg needed to bake this into their core, whereas git didn't need to. There is a non-zero cost to all additional code, so leaning on the shell to do work is generally a smart move.
Re:A Git query language
by insertnickname on Wednesday December 14, 2016 @12:08PM
(#13177534)
Git ships with Git Bash on Windows.
Mercurial's API (i.e. the CLI) makes a point of being usable with powershell and cmd.exe, which I think some Windows users appreciate.