As a convenience for whom? Certainly not the poor user, who thinks that 
math.isnan(x) should return False if the number x is not a NAN. Since 
neither 10**1 nor 10**100000 are NANs, why should one return correctly 
and the other raise a completely spurious OverflowError?

I cannot speak for the implementation, except as a wild guess. It 
shouldn't be hard to do the equivalent of:

if type(x) == int: return False  # Intentionally excluding subclasses.
try:
    y = float(x)
except OverflowError:
    return False
else:
    ... # existing implementation

but since I know nothing about the C implementation maybe I'm completely 
wrong. But as far as the user's cognitive load, I don't think that:

"math.isnan(x) might return the expected result, or it might raise 
OverflowError"

is *simpler* for the user than:

"math.isnan(x) will return the expected result".