> If I share somebody a python script, they can still execute it as a program as long as a shebang is set.

I'm not familiar with Python, but I presume its similar to Ruby, where besides trivial scripts, this is false - as soon as there are libraries required, you need to find a way to handle them, which in some cases may include handling multiple envs (I write and distributes such scripts).

Compiling for multiple environments in a controlled environment is by far much more convenient than debugging scripts failing on end users' systems.