Python packaging has always been painful and it’s a popular option for CLI regardless.
I don’t think there only rational explanations, technology choices are a lot about culture and dogmas too.
The JVM installs cleanly and is self contained, but any artifacts, by default, are not shared system wide as this _always_ have been seen as a security risk. The hot term for it today is "supply chain attack".
Instead, most Java programs tow their dependencies, giving it a bloated feel because its all just there, present in front of you, stored and running as your own user.
jbang is to java, what uv(x) is to python and what npm/npmx is to javascript.
A single executable is always just one "pyinstaller --onefile --noconsole main.py" away.