R. David Murray added the comment:

If you pass shell=True, PWD gests set, because it is a shell variable and the 
shell sets it.  If you don't, it doesn't, just like all the other 
shell-maintained variables.  I'm not sure it is worth calling out specifically 
in the Popen docs, myself; it is one consequence among *many* of calling a 
program directly rather than through a shell.  (Note that if a shell is 
involved at any point, PWD gets set, so it is only binary programs that require 
that they be called from a shell that are at issue.)

Furthermore, it is not obvious that even all shells set PWD, although I believe 
that most do.

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nosy: +r.david.murray

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<http://bugs.python.org/issue30798>
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