Why some characters can not be typed in Python's IDLE?
After some searching I found this ticket on Tk's bug tracker. That pretty much explains what's happening behind the scene. TCL/TK is internally using codepages to translate keyboard input to UTF-8.
Unfortunately there has been no activity around this bug since 2014-09-18 which is a sad thing. The bug has a huge impact on many languages, both those that have a Windows codepage (listed here) and even more on many others that don't have any codepage associated with them (like Bengali).
IMO, this should have been one of the highest priorities of TCL/TK development team. At its current state, users should not rely on Tcl/Tk for applications that require Unicode input support on Windows.