Golang compiler produces static binary files, so you don't need install anything. Just run the binary.
Also windows has power shell which has its own curl equivalent.
And no, even if you develop web apps you don't necessarily have Python installed. If I wrote node, or C#, or Go, or PHP exclusively, why would I bother with Python ? Sure there are some useful tools in Python, but it's absolutely not a given that you'll have it. Unlike on Linux, where Python is installed by default everywhere and you can basically assume Python is available.