To me, it makes sense for a class-based OO language with first-class functions and (unlike, e.g., Java) available direct external access to data members to do what Python does because it reinforces the distinction between function members and methods.
Perhaps more importantly, it makes even more sense in a language like Python where classes are (unlike many, especially statically-typed, class-based OO languages) first class objects to do what Python does, because of the relation of methods to classes. It also, to me. makes unbound/bound methods slightly more intuitive.
Now, I too was initially thrown by it because I'd used a bunch of OO languages that did it the other way first, and for quite a long time.