You are right, we will fix the note on the default portable installation (IronPython / IronRuby have to be installed manually). We will also add instructions on how to install them, etc.
By the way, we were looking at maybe supporting Python more closely (more examples in Python, taking Python into account when designing new objects / functions so that they look natural in Python, maybe even map some of the objects to the built-in Python types, etc).
One of the things we were considering is embedding the traditional Python (from python.org, written in C/C++) so that you don't have to install anything. We won't be doing that for now for two reasons:
First, embedding the interpreter is half the story. Python lives on libraries, it is expected that the installation of Python will have a lot of libraries as well. So, if we are going to embed it, we have to determine which libraries to install, there are many needed, they have dependencies and updates, and this quickly becomes complex. The entire architecture goes towards having Python as an entity of its own living on the machine, installed and maintained on its own, outside of other applications.
Second, worse, the current traditional implementation of Python is not thread-friendly. There is a global lock (!) that you have to take when you are doing something near Python code.
Both these things made us really appreciate IronPython. The built-in libraries are .NET and there are no threading issues. :-)