It seems to me like the files run the same without that line.
The main reason to do this is to make the script portable across operating system environments.
For example under mingw, python scripts use :
#!/c/python3k/python
and under GNU/Linux distribution it is either:
#!/usr/local/bin/python
or
#!/usr/bin/python
and under the best commercial Unix sw/hw system of all (OS/X), it is:
#!/Applications/MacPython 2.5/python
or on FreeBSD:
#!/usr/local/bin/python
However all these differences can make the script portable across all by using:
#!/usr/bin/env python