I'm not too familiar with Python myself, but I don't believe you can (just like you can't in Perl), Python is an interpretted language, not a parsed language. But to anyone who says "add language X for scripting" let me say that due to mIRC's support of dlls, this is already possible. Won't be super fast, but it's possible.
ON *:JOIN:*:{
.dll mirc_perl.dll DoJoin $chan $nick $address
}
For example something like that, then mirc_perl.dll receives that info, and triggers a function specified by the user to handle joins. It's already possible, it's just people would rather that Khaled spend days/months recoding it rather than instead spending days/months doing it themselves.