If I understand your physical setup correctly, there appears to be a conflict between the Arudino IDE and python. Only one program by default can open the serial port at a time (like opening a file for exclusive write). If you just use the python script, don't start the arduino IDE and change the ardiuno to turn on an LED when it gets a msg, that should work (if you serial port assignment is correct).
The arduino's diagnostic LEDs should blink with normal serial traffic, but for a single msg you might be missing the short blink.
I just came across something similar. The key here is that it worked when communicating with the arduino from the IDE and failed when using some other serial program. You have been bit by the auto-reset feature.
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