https://winpython.github.io/ has portable packages of many python versions and each official release has embeddable package which requires no installation ( but does not come with pip, and once you install pip there, it kinda stops being portable as that pip will always point to the location it was initially installed).

Note that 3.9 is the first release to not work on Windows 7 anymore, which is still rather widespread. At the same time, to the end user, it offers very little over 3.8.