For long-running programs, logging to the screen is not a very viable option. After running the code for hours, the oldest logged messages will be lost, and even if they were still available, it wouldn't be very easy to read all the logs or search through them.
Saving logs to a file allows for unlimited length (as far as our disk allows it) and enables the usage of tools, such as grep, to search through them.
By default, Python logging is configured to write to screen, but it's easy to provide a way to write to any file when logging is configured.