It seems to me like the files run the same without that line.
Perhaps your question is in this sense:
If you want to use: $python myscript.py
You don't need that line at all. The system will call python and then python interpreter will run your script.
But if you intend to use: $./myscript.py
Calling it directly like a normal program or bash script, you need write that line to specify to the system which program use to run it, (and also make it executable with chmod 755
)