Many tutorials recommend the Anaconda distribution for getting Jupyter, Python, etc. installed Windows and macOS. The Anaconda/conda distribution uses conda as the package manager. Using pip in a conda environment can cause a issues (two conflicting package managers).
Anaconda/conda specific Instructions, and possibly a conda package of the Hass Pyscript Jupyter shim, would help Windows/macOS Anaconda users.
At a minimum the install docs could give the warning to create a separate conda environment for PyScript before doing the pip install to minimize the chance of breaking the base (main) conda environment.
The issues in #25 #13 and #15 may be related to this.