Being a Linux user, I find this behavior weird and explains why I'm mainly using packages distributed by my distribution of choice.
Python is not really a reference there since they still consider having distribution problems. Two of the main concerns regarding install time scripts are security and consistency (and all the bugs that may arise). Again from a Linux centric point of view, the install script should install the executable in a valid path which requires root to be done consistently (or to be done at all system-wide). Julia could add ~/.julia/bin to PATH at install time and install scripts could use that. But the day I want ~/.julia in ~/.local/julia, nothing would work anymore. The day a package wants to install something in ~/.julia on a Windows computer nothing would work anymore. Other "new" languages usually just consider that only libs should be installable through their packet management system.