Sure it's not an apples to apples comparison - python is interpreted and go is statically compiled. But that doesn't change the fact that in practice running a "simple" python program/script can take longer to startup than go can to run your entire program.
Even if you actually use the network module in Go, just so that the compiler wouldn't strip it away, you would still have a startup latency in Go way below 25 ms from my experience with writing CLI tools.
Whereas with Python, even in the latest version, you're already looking at atleast 10x the amount of startup latency in practice.
Note: This is excluding the actual time that is made for the network call, which can of course also add quiete some milliseconds, depending on how far on planet earth your destination is.