Apparently, it's some kind of alias "feature" they added to Windows at some point. What legitimate reason is there for that if not to try and trick people into thinking they need to download the Microsoft Store version of Python (which probably includes analytics/telemetry not in a standard Python distribution)?
Google, Apple, etc are all shameless, anti-competitive monopolists. Anyone can see that because they make no attempts to hide what they're doing. Microsoft's intentions are exactly the same, but they're a lot sneakier about it because they've already been burned in the past for their bad behavior.
People who think the new Microsoft is different! because they released a free text editor and other open source projects are naive. Microsoft wants to lock you into their platforms and technologies like Apple, and wants to collect and monetize your personal data like Google.
The only way to get it to use my installed version was to disable that alias feature in the Windows 10 settings app.
It's a loophole so they don't have to ship Windows with a version of Python and then have to support it for how long that version of Windows will be supported. So instead the user gets it from the store (and it's upgraded via the store).
Same thing they did for years "Add or Remove features" where, to enable certain things they wouldn't bloat the base OS and made them optional download.
Are there any Windows 10 features that require Python?
Yes and no, it's frequently used as an intro language. I could see advanced users being annoyed by this but I'm not certain they are the target demographic.
(ETA: The other reason Microsoft is less than willing to include scripting languages out of the box is past bad experiences with WScript. Doing it a shortcut to the Store install actually is a decent compromise from the malware we'd possibly see if Python scripts worked out of the box in fresh Windows installs.)