A kinda relevant question. I use Windows most of time. Like the author, I have bunch of CLI scripts (in Python mainly) which I put into my ~/bin/ equivalent. After setting python.exe as the default program for `.py` extension, and adding `.py` to `%pathext%`, I can now run my ~/bin/hello.py script at any path by just type `hello`, which I use hundreds of time a day. I now use Linux more and more (still a newbie) but…
On Linux (really, all platforms other than Windows), file extensions are much less of a thing; executables of any kind have no extension just the +x flag (among other things, this means you can rewrite them in another language without breaking anything).
The .py extension is only relevant for modules meant to be imported; for scripts being run, if you really need to know, you are supposed to look at the shebang (usually #!/usr/bin/env python for externally-distributed scripts; this gets overwritten to #!/usr/bin/python or whatever for scripts packaged by the distro itself).
Note also that, while shebangs don't support multiple arguments, the GNU version of `env` supports a `-S` argument that can emulate them (the argument length problem remains though).