It is common practice to use no extension for python scripts on UNIX. In 3.8.1.4., it is hinted that a script with a shebang line can be executed on windows only if the file extension of the script is associated with the python launcher.

I'm not sure where the right place is, but I suggest clearly stating that this is a critical requirement. As scripts on UNIX usually don't use file extensions, using these scripts without further modification is not possible cross-platform.