There was a thread about non-UTF8 filenames on LWN a little while back. (One of many, I'm sure.) The consensus seemed to be that they were quite useless. They tend to break the mental model of programmers too. For example, programmers tend to assume that printing a filename to stdout is *not* a security vulnerability. But if that filename contains control characters... surprise! It can hack your terminal emulator.
Python has a pretty long history of "forcing" what it believes to be the correct behavior on its users. It even tells you how to use whitespace. I am not surprised at all that they ignore non-UTF filenames. Frankly, it's a good decision.