' '.join() makes more sense to me, and it's more universal too if done right and you accept anything resembling a "sequence" (which python does) and individual objects of the sequence have a sensible str(). And as language maintainer, you only have to maintain one such implementation, not one per collection type.
Javascript, on the other hand, kinda does it worst, at least of the languages I regularly use... .join() is a instance method on Arrays and TypesArrays. But they forgot to add any kind of join for Sets, for example.
(["a", "b", "c"]).join("")
"abc" # alright
(new Set(["a", "b", "c"])).join("")
Uncaught TypeError: (intermediate value).join is not a function
([...new Set(["a", "b", "c"])]).join("")
"abc" # grmpf, have to materialize it into an array first.
That illustrates the drawback: if you make it a method on the concrete sequence types you got, you better not forget some and make sure the different APIs are consistent, too. If Javascript had a String.join(sep, ) this wouldn't have been an issue.
python isn't alone either, by the way. C# has the static string.Join(...) that accepts "enumerables" (IEnumerable), but no array.Join() or list.Join() or dictionary.Join(). Combined with Linq, especially .Select, that becomes quite handy. It has been plenty of times I did print-debugging by adding a one liner along the lines of
Console.WriteLine(string.Join("\n", dictionary.Select((key, value) => $"{key} = {value.SomeProperty}")));
I find the C# way of having a string.Join(sep, ...) instead of python's "some string".join(...) nicer to read because it's more obvious.