It is a silly convention, really. Algol-60 didn't require them, and neither did any language in the Algol family (Pascal, Ada, Modula-2, etc). It used to be something peculiar to Fortran and C, but today every language imitates C...
Did Algol-60 have first class functions? It's not like Python just forces you to type the parenthesis to be meticulous; not typing them is perfectly valid code, it just means a different thing.