We've discussed this at the PyCon sprints, and here's the concensus:

os.popen inherits the parents stderr, and on Windows there is not an
existing valid stderr by default.  So the parent should, to be
compatible with the Windows environment, create stderr or use popen2.

However, popen is deprecated.  The best solution would be to use
subprocess module which is defined to do the right thing in this case. 
popen is not.

Because popen is deprecated, we are going to leave this behavior and
documentation as it is.