Zope hasn't shipped with an included Python interpreter for a long time anymore on Linux; not sure about Windows. We just use whichever Python (of the right version) that we want.
OpenOffice however does ship with its own version of Python, and it's hard to make it work with any other Python, which sucks.
Note that zc.buildout is a project coming from the Zope community (but absolutely independent of the Zope appserver itself) that intends to control the execution context of a program, by making very explicit which packages (in particular, eggs) are installed when running code. If you use it with a Python that does not have anything installed (such as a hand-compiled Python), you have clarity about what's there, including library version.
Here's the buildout information:
The problem you describe is mostly a Windows problem since it does not include Python by default. Linux and Mac usually do, and most apps/projects just the system-provided python.
I have run into this same problem before (not with Komodo, but with PythonWin). And the problem is with PythonWin's design, not so much with the Python language itself.
SPE, for example, runs your apps in a seperate process. I would have though Komodo would as well since it is so highly regarded.
On the other hand, bundling all your dependancies with your Windows app/tool makes installation very convenient.
I suppose it's just different norms for different platforms.
That said, other development languages and tools in Windows also suffer the same problem. I don't think it is Python-specific.
Anyway, that's my $0.02.