Dynamically loaded languages will not have their ‘support’ extensions enabled in the editor. Because the Markdown mode directly uses the HTML mode (for HTML tags) and that one directly includes the JS extensions (for <script> tags), those are part of the editor’s initial configuration, but the ones for Python are not. If you arrange for python().support to be included in (or dynamically added to) your configuration, you’ll get autocompletion in Python snippets.
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