Maybe it goes back to assembly language. If you look at a block of assembly or machine language code, it's not immediately obvious where the entry point is. You could guess that it's at address 0, but I don't think that's the case for all machines.

I think more important than having a main() function is to clearly delineate the entry point. And in Python, the entry point is the first line of the program.

Now I've noticed, at least within the Arduino environment, that it uses setup() and loop() as entry points, but code is executed before these functions are called, if for instance a global variable definition invokes a class constructor. I don't know if that's how "regular" C works, but it creates ambiguity as to what runs first.

There are other languages where it seems hard to guess where the actual entry point is located unless you know where to look.