I wouldn't recommend depending on executing setup.py scripts the way you
show. Not all setup.py scripts have the needed shebang and even with those
that do, taking advantage of it means you don't know which version of Python
it's being installed for. Instead, I'd recommend:
python setup.py build
sudo python setup.py install
or:
python3 setup.py build
sudo python3 setup.py install
On a side note, you can also install locally in your user directory:
python setup.py install --user
python3 setup.py install --user