While Python's default glob doesn't really follow after Bash's glob, you can do this with other libraries. We can enable braces in wcmatch's glob.
>>> from wcmatch import glob
>>> glob.glob('*.{md,ini}', flags=glob.BRACE)
['LICENSE.md', 'README.md', 'tox.ini']
You can even use extended glob patterns if that is your preference:
from wcmatch import glob
>>> glob.glob('*.@(md|ini)', flags=glob.EXTGLOB)
['LICENSE.md', 'README.md', 'tox.ini']