Right-clicking on the console window is a "special feature" of the Windows Vista command line interpreter and higher. It does not work in any other command line tool, so it no longer works for your converted script. You can access it using the window menu (small icon in the title bar or Alt + space).
You can try to return the right-click function using the Windows API calls, but a more convenient option would be to enable paste using Ctrl + V and forget about the window menu. A good candidate for PyReadline is to install the package and run it at the beginning of your script:
import readline readline.parse_and_bind("control-v: paste")
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