I have noticed this in a couple of scripting languages, but in this example, I am using python. In many tutorials, they would start with #!/usr/bin/python3 on the first line. I don't understand why we have this.

Shouldn't the operating system know it's a python script (obviously it's installed since you are making a reference to it)
What if the user is using a operating system that isn't unix based
The language is installed in a different folder for whatever reason
The user has a different version. Especially when it's not a full version number(Like Python3 vs Python32)

If anything, I could see this breaking the python script because of the listed reasons above.
And this line is how.
It is ignored.
It will fail to run, and should be changed to point to the proper location. Or env should be used.
It will fail to run, and probably fail to run under a different version regardless.
Purpose of #!/usr/bin/python3 shebang