Python is all but "easy to embed" - for one thing it's huge, and it requires linking to native libraries which may conflict with your own (openssl comes to mind). It also has an unstable ABI (and even API in some cases). Lua, in contrast, is just a single, very lightweight DLL, with no external dependencies and a stable ABI.
The GIL is less about python being easy to embed, than it is about embedding other libraries into python. The GIL was set up to make it easy to wrap C code and expose it to python code. A task for which it served quite well at the time and to be honest lasted longer than I would have expected.
