This July release of the Bot Framework Python SDK contains support for User Assigned MSI.
The document Provision and publish a bot can be used for instructions. Note that this document has not been updated to indicate Python support, but either the C# or JS instructions will work.
Updated ARM templates for Python can be found at: https://github.com/microsoft/BotBuilder-Samples/tree/main/samples/python/02.echo-bot/deploymentTemplates/deployUseExistResourceGroup