Yeah, it's not just about shelling out, but about being able to write Perl that works sort of like an awk script, just with more of a real language attached to it. Functions that implicitly work on the current line, lightweight regex syntax, the <FILE> magic, bash-style file tests (-e/-r/-d/-f), etc.
Its about how such a feature interplays with rest of the language.
Frankly speaking in Python it looks like added after a lot after thought and a lot of reluctance. Same with regular expressions.