I think I found the relevant documentation:
http://wiki.tcl.tk/1842
"""
On Unix, when typing a filename without extension, the first extension
belonging to the currently selected filetype will be appended to the
filename. On Windows, this is not the case, but one can define a fixed
extension with the -defaultextension option. To get the same behaviour
on Unix, use -defaultextension {}.
"""

I tried to add "defaultextension=.py", (see attached patch) the problem
is that now it seems impossible to create a file without an extension...