The IPs for Run Python Script executions are not the same as the tenant's egress IPs. These separate IPs are assigned from the AWS IP pools and the range is determined by AWS. Lambda functions within a Run Python Script all use the default VPC owned by the Lambda service, which is mentioned here.
Due to this limitation, we don't recommend making HTTP requests from Run Python Scripts (and instead recommend using the HTTP request action).
Tines Tip: To learn more about how the Run Python Script works behind the scenes, read more here.