If so, this seriously detracts from some of the benefits associated with IDLE, and even with interactive Python in a DOS box. You don't really have an environment. Nothing persists except disk files. You can't define A = Matrix(...) and then refer to it 10 minutes later, after doing a bunch of other stuff, maybe passing it as an argument to something imported from another module. There's no real conversation.
Everything you mentioned is totally correct. SciTE is an general Editor, but has no interactive window built in. I you enjoy interactive sessions, IDLE is definitely the tool to use. As you mentioned, It depends on your habbits. I don't use Python as an advanced calculator, and defining more complicated stuff (loops, conditions) on the commandline is awkward. Anyway, even when experimenting with features I write the code in SciTE and execute it. Since startup-time of the interpreter is neglible this is no problem, although there is no persistency (as you also mentioned). As already mentioned, it depends on your habbits. Regards, Markus