Is Julia different from Python in this regard? I use Python mostly by executing scripts, but it’s nice to have the REPL and IPython and Jupyter. With Julia I’m free to just run “julia script.jl”, aren’t I? There’s probably more to your complaint than I naively realize, though. Maybe Python has better IDE support?
Python has a decent command line argument parser in its standard library, and there are several even-better options in the 3rd party library ecosystem, e.g. https://pypi.org/project/click/.