When Java became a supported language in SQL Server 2019, Microsoft mentioned that communication between ExternalHost and the language extension should be based on an API, regardless of the external language. The API is the Extensibility Framework API for SQL Server. Having an API ensures simplicity and ease of use for the extension developer.
From the paragraph above, one can assume that Microsoft would like to see 3rd party development of language extensions. That assumption turned out to be accurate as, mentioned above, Microsoft open-sourced the Java language extension, together with the include files for the extension API, in September 2020! This means that anyone interested can now create a language extension for their own favorite language!
However, open sourcing the Java extension was not the only thing Microsoft did. They also created and open-sourced language extensions for R and Python!
Click through for more detail and a walkthrough on installation of Python.