Suppose you distribute a .py script to a million people. Your script is
faulty due to a bug in the Python interpreter or std lib. But you don't need to do anything to patch your script: you just tell people to upgrade to the latest version of Python where the bug is fixed. Or you say nothing at all, and when the user's get their mandatory OS-supported upgrade, including Python, it fixes itself.
From experience it's not the only source of bug. I normally package apps with 3rd party libraries. Libs also can contain bugs. Then along the same line i can tell people to upgrade the lib to the desired version. This is true.
However it boils down to whether people want executables or not. The purpose many libs exist shows that there is a need for generating native executables It's up to the developer i guess, how much Python-aware he wants the target environment to be, considering that he has the ability to tune.