You can install any scripting language, you can use Python or Lua for instance. PowerShell has a good integration with the OS, however and you don't need to install other tools if you want to download something or make a web request, for example.
Some organization's policies prohibits the installation other interpreters. Not because they're different interpreters; the policy is only the bare absolute minimum for that specific server to accomplish that role gets installed. Reasoning being that the more software you stuff into any server, the more chances that something that isn't supposed to be there has to get into the software supply chain.
So if Powershell (which is inbuilt in Windows) can do everything that python does, even if it's harder and clunkier to work with, guess what you're stuck with.
But does it beat curl? The main sellong point of bash is git and curl nowdays. Developer tools can craft curl invocations for web requests. Can they do powershell snippets?
UPD: I've just checked it and yes - Chromium developer tools can produce PowerShell snippets. Good.