Usually people code in one language (python in this case). learning another language for package management would require extra effort. Also, setting up the package is something you do once per project and forget about it (ok, you update it but far less frequent than your real code).

To be more exact, how many times have you customised your setup.py file? edited its dependencies and so on..? Imagine doing that in a totally different system (like debian packaging).

You can even now manage your dependencies and install scripts with something like automake or a homemade solution. Not really portable but if you don't care about your code being a module part of a bigger system...