It's a pain in the ass to write functional code in python because the syntax is not optimized for it. A functional programming language makes lambda and (partial) application as cheap as possible, which Python does not.
I think you can get 95% of the benefit of FP just by favoring abstractions which present a functional interface. Python hasn't really gotten in my way, in that respect, though it would be nice to have first-class persistent data structures with structural sharing.