Languages, similar to DAX? Any Python based library?

Not familiar enough with Python and R to know. MDX, but that's not Python or R.

I guess the question is why exactly? You can use Python and R from within Power BI so you can have access to M, DAX, R and Python all in one platform.

There's a reason why different languages exist. You can do whatever you want in a general purpose language like C#, etc. but when it comes to list processing, Lisp sure is nice. Then again, you don't want to use Ruby if you are trying to interface with control systems, C is probably a better choice. There's a wide world of programming languages outside of the Python bubble.