Consider the similar "if you have only one kind of string, it's hard to go wrong". If you need Unicode, but your only type of string is ISO-8859-1, or if you need to cramp many strings in memory, but your only string class uses UTF-32 internally, it's almost unavoidable that you go wrong.
The advantage of having only few data structures is that the developers of the system have only few places where they have to spend effort on optimization. So if, like Python, your platform is popular, chances are that those few basic structures have been optimized to death.
That does not necessarily make them optimal for every use case, though. The big advantage of C++ is that, if the need arises, you can (see below) make a special-case data structure that beats even the most optimized general-purpose one.
Of course, that 'can' is relative. It is really hard to make a robust special-case data structure.
Admittedly, that constant may be fairly large.