Python has been fairly well embraced by some parts of Microsoft for quite a while now, and while some of that support has come and gone over the years (eg. IronPython), they still have projects like Python Tools for Visual Studio which are very solid.
I spent a couple of hours with visual studio python tooling a couple of months ago and couldn't face it. Its not the extensions that are bad, it's just I've been using Visual Studio since 6.0 up to 2012 and it's just fucked me in the eye socket constantly since day one. I've only just got rid of the sympathy for the kidnapper of my mind.
That is, unless your projects are giant. Then you might start running into a bit of unresponsiveness, but nothing worse than Sublime Text or comparable editors.
Most people who understand Microsoft's history sincerely hope not.
http://en.wikipedia.org/wiki/Embrace,_extend_and_extinguish
Quote: ""Embrace, extend, and extinguish", also known as "Embrace, extend, and exterminate", is a phrase that the U.S. Department of Justice found was used internally by Microsoft to describe its strategy for entering product categories involving widely used standards, extending those standards with proprietary capabilities, and then using those differences to disadvantage its competitors."
PS is built in, Python isn't, so Python can't be used to 'bootstrap' anything from the ground up in Windows. If you're going to have to bootstrap in PS, why not just stick with it?
That said, yes, Python is a portable skill.
And to say 'windows is going away' is hilarious - maybe in the Valley, but def. not in big orgs.