If you want to do advanced stuff in your scripts, you've never been limited on unix systems to just sh or bash, but on Windows you still don't have a good shell for interactive use.
What? Python isn't the kind of thing you would use as an everyday interactive system shell; it's a scripting language that can incidentally be used interactively but isn't well-suited for that, especially without extras like ipython. And quite aside from that, every unix-like desktop OS comes with Python pre-installed; Windows doesn't.
