When you say "terminal", are you talking about the window at the bottom that shows the Python interpreter? I'm pretty sure those "windows" (they aren't really first-class citizens in Vim's window layout, e.g. you can't resize them, move them around, etc.) have never had syntax coloring in Vim proper; you need an actual window with an actual buffer (for instance a file you're editing) to have syntax highlighting. I'm not sure how NeoVim goes about it; it looks like they just use one style for things in quotes, one for sequences that look like times, and another for sequences that look like integer or floating-point numbers; whether there's an actual file *type* behind all that I don't know. It might be that they just figured
In my experience, for whatever reason, when I run commands like :!python in Windows gVim, I always get a separate Windows command prompt window that holds the command I've launched from Vim. On other platforms, I get something like what you show in the Vim 8 screenshot.