Isn't it the same for Python?
OP is likely referring to the mod_php convention of directly executing PHP scripts by filename/URL while Python/WSGI needs a single entry point. Your directory structure becomes your routing logic.
Now to make some small site, I instead end up setting up some WSGI server and doing nginx config to get it visible, upstart config to make it start at boot, and then invariably forget how it’s set up after a few months pass.