You don't "need" any of the entry points when you are beginning Python.
print("Hello World") is a perfectly valid and runnable Python code.
And when you are working on a small part of a large code base, you usually don't care about __main__ either. So yes, it's complexity but it's complexity that you don't need to encounter right away.
Python is intuitive off the bat. public static void main(String[] args) is not.