I agree that the Debian Code of Conduct is not violated by this content. On top of that, if you're trying to remain politically neutral, the best thing you can do is not even *touch* politically-charged parts of applications, because in so doing you may be taking a stand *against* whatever the application was originally pushing. Shipping an application as provided isn't going to make reasonable people mad even if the application has content you disagree with. Shipping a modified version of an application that has some particular messaging torn out is much more likely to make reasonable people upset. There's other politically and religiously charged content in Debian (apt-cache show anarchism), and I personally use at least one application (Xiphos) that is religion-centric. We don't strip out bits of those packages for non-technical reasons.
If a particular user or community of users finds the message in Thonny's main UI offensive, they are more than welcome to strip it out themselves. Debian provides all the tools needed for the end-user to repackage the application.
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