First of all, there's the cases in which reality fails to live up to expectations, like this packaging debacle. If there was an obvious and best way to do everything, we wouldn't need to spend so much money and time engineering software. We wouldn't spend so much time arguing about distributed vs. centralized, OOP vs. declarative vs. functional, type systems, build/test systems, etc. The mantra is arrogant on its face.
Secondly, it flies in the face of innovation. It works against building a creative community of users. So often, when Python users point out the holes in the ecosystem, they are simply told "well the long and outdated PEP 5991834 already establishes the obvious way to do it" or "just shim it on top of this inadequate corner of the standard lib" or the use case itself is questioned, which patronizes the criticizer. The mantra becomes an excuse for reinforcing a hive mind philosophy.
In this case, I wonder if it has subtly undermined the development of a diverse and widely supported package index. The whole point of such a package system is to support the belief that there are actually many ways to do the same thing, and some may be better for certain styles/teams/circumstances. Having the opposite outlook as a design principle for a language will attract users less inclined to contribute to or build such a diverse packaging system. I wonder this particularly because the more "laissez-faire" languages like Perl, Ruby, and JavaScript are precisely the ones that have such great packaging systems and ecosystems.
And yes, one usually installs easy_install to install pip, but I don't see how that can create a "very long dependency chain". Even when both tools are installed, you can use either to install packages.