Python has a REPL but it isn't sufficient to be a shell. Therefore, I can't write a program in the Python REPL just as I'm doing stuff normally and copy it into a file for further editing and polishing. I have to port whatever I did in the shell to whatever other language I'm using, which is more porting than I want to do for most shell scripts, especially ones which are mostly pipelines.

Heck, Python isn't even a good language for one-liners. Not saying it should be, but it further demonstrates that I can't use Python live the way I can use zsh live.