Lua is small (44k), much simpler and easier to consume than python, supports multithreading, and much faster too if you consider luajit. I don't know when the neovim project adopted lua, but python got a jit this year.
The lua-users[1] website has some (rather outdated) comparisons.
The lua-users[1] website has some (rather outdated) comparisons.
[1]: http://lua-users.org/wiki/LuaComparison