Writing rootkits is fun and you should do it. The only unfun part is the constant BSODs and the slow kernel debugging to find out why RAX is returning 0 when it shouldn't be. Also here's an obligatory AI generated image of a "rootkit"
Microsoft has stated the embedded Python won't run locally. Instead it will be executed on Azure containers so it won't have access to a potential victim's local files or systems. So maybe we won't see embedded Python solely being used to download and execute payloads. However, I think this will lead to very interesting additional obfuscation layers. At least until someone figures out an exploit to let the Python run local.