The most important concern about private methods and attributes is to tell developers not to call it outside the class and this is encapsulation. one may misunderstand security from encapsulation. when one deliberately uses syntax like that(bellow) you mentioned, you do not want encapsulation.
obj._MyClass__myPrivateMethod()
I have migrated from C# and at first it was weird for me too but after a while I came to the idea that only the way that Python code designers think about OOP is different.