R also is considerably better than python at distributing windows binaries. About 70% of R users are windows, and many statistics packages have some C/Fortran code, so this is really important in terms of putting the tools in the hands of users.
I just skimmed the first few google results for "install python module windows" and none seemed particularly helpful. The page you point to says "The files are unofficial (meaning: informal, unrecognized, personal, unsupported) and made available for testing and evaluation purposes." Anaconda looks appealing, but wants my email address (and automatically checks the bother me box), ugh.