-Not built in - python is included by default on all major Linux distros and OSX, as well.
-Interpreted languages have instant gratification, which is helpful in encouraging beginners.
-C# isn't often used for web programming, which many people on HN are focused on.
And you do have a good point; once you start, you become miles ahead of never learning anything about programming.
I see the issue as really being about what kind of programming you want to do. If I'm writing a Windows desktop app, my choice will be C# simply because it's easy, available and I don't need to learn a new GUI library. But it's the last thing I'd consider for a Web project.
OK, not always the last thing. A week ago I did a quick experimental Web based interface for some hardware we build here at work. It was my first .ASP project and I was amazed at how trivial it was to make a .aspx page backed by C# connected to a COM object that talked to the motion controllers. Say what you will about Microsoft; they do make the go-path easy!