Some people write code that assumes it's launched from the directory where the script is.
Debugging may be tricky, because a script that fails when launched from a shortcut might work when launched from the command prompt.
Against:
Applications shouldn't assume what their working directory is on launch.
Application developers can easily set the working directory in Python (os.chdir(os.path.dirname(sys.argv[0])) switches to the folder containing the script)
In favour:
Against:
os.chdir(os.path.dirname(sys.argv[0]))
switches to the folder containing the script)