IDLE, in itself, doesn't do anything special to render that character.
It passes it on to Tk.

I don't know how precisely Tk works in this case, but it might be that
it doesn't do anything special with the character *either*, but passes
it on to Windows.

FWIW, in this bug report, Firefox/Iceweasel, on Debian, renders the
character as a small sharp s. This rendition appears to be correct, as
the letter is supposed to look like the small letter, in principle.

I can't see why Amaury says it works for him (there is surely something
odd in the OP's system), I'm fairly confident that there is no bug in
Python here. In particular, the unicodedata module has nothing to do
with it.