When EDA involves rendering tables or graphics, notebooks provide a faster default feedback loop. Part of this comes from the assumption that the kernel holds state and data loading, transformations, and viz can be ran incrementally and without switching context. That's not to say that it's not possible to do with a python repl and terminal with image support, but that's essentially the value prop of notebooks. Terrible for other things like shipping code, but very good for interactive sessions like EDA work.

Personally, I find myself prototyping in notebooks and then refactoring into scripts very often and productively.