Such files are only used to create Microsoft Windows installers
and that functionality is broken on Linux anyway.
We can keep the exe files in SRPM, as they are free software as
confirmed by the Python Software Foundation:
> Hello,
>
> Shipping and distributing these files is ok.
>
> These files are stubs, used as the executable part of a self-unzipping
> executable and showing an "installer window" to the user.
> They are original to Python and, while they call win32 functions,
> they don't have Windows SDK code in them.
> The source is at: PC/bdist_wininst/install.c
>
> The binaries are included so that anyone creating a bdist_wininst
> distribution (mostly deprecated, actually) can do so, even when
> cross-compiling.
>
> Thanks,
> Van (Lindberg)
See also https://mail.python.org/pipermail/python-dev/2018-October/155507.html