Well, I guess it's true for most language that productivity is intended to be a key element of design. (For python, definitely. But I also remember James Gosling saying this about Java.) This implicit concatenation seems to come (inherited?) from C.
I kind of remembered that some languages do support it for braking strings into multiple lines conveniently. I'm a bit surprised that it works even on line (I've never used it, because why would have I), but you'll likely to make the mistake on multiline statements anyway. I've also checked and it doesn't work in java (which I kind of remembered, though I mostly do python these days).