The loop macro one remarkably flexible Lisp macro. One that it could do so many things that I just let it go. Probably I did not code enough Lisp, but I am not sure it is a good idea to go so complicated.

Python as an example, iteration is a concept: go over a range of things. Complemented with comprehensions that can transform/filter with regular syntax that is always the same (if, f(x) or whatever).

Comapre it to this: https://lispcookbook.github.io/cl-cookbook/iteration.html

Is that worth the trouble, seriously? For sure it is super powerful (Python looping is quite powerful also). But what is the cognitive overhead of that, with custom syntaxes included?

That cookbook article is a bad example, especially for normal users, since instead of explaining idiomatic cases of iteration, it explains several iteration constructs (where some are extremely complex) in one article: loop, iterate, for, mapcar, series, transducers

Built-in, of those above, are mapcar and loop.

Python iteration isn't so much about ranges, I thought. See: https://kinsta.com/blog/iterables-in-python/