I by mistake run command `pip install -U pip setuptools wheel` on Windows which deleted pip and did not install a new version. I decided to repair Python using 3.9.1 installer option. But after repair pip still was not installed.

Assuming you installed pip using the installer, repair should bring it back.

Do you still have installer logs? They would be in %TEMP% and start with "python". We'll need at least the main log and the pip log, but if you want to just zip them all up and attach them here that would be great.

Attached logs created right before I created this post.

Thanks! Interestingly, it seems like it ought to have re-run, but 
decided not to. I wonder if there's been some change to how Windows 
Installer deals with using registry keys to control custom actions?

Unfortunately, MSI is an incredibly complicated installer, which is why 
I like the Store package so much better (and one day, hopefully we can 
distribute the packages directly, but right now they require admin so I 
don't want to).

I'll have to dig into the options for the pip.wxs file in our installer 
to see whether we can just force it to re-run on repair.

To force restore it yourself, open an admin prompt and run "python.exe 
-m ensurepip". That's all the installer is going to do.