So far I could reproduce the issue on Python 3.7, Windows Vista 64bit. I'll try with newer versions.

The output I got:
>>> from subprocess import *
>>> Popen("py -i foo.py", stdin=PIPE, stdout=PIPE, stderr=PIPE).communicate()
(b'', b'>>> Traceback (most recent call last):\r\n  File "foo.py", line 2, in <module>\r\n    1/0\r\nZeroDivisionError: division by zero\r\n\r\n')