Python - Join with newline

The console is printing the representation, not the string itself.

If you prefix with print, you'll get what you expect.

See this question for details about the difference between a string and the string's representation. Super-simplified, the representation is what you'd type in source code to get that string.

You forgot to print the result. What you get is the P in RE(P)L and not the actual printed result.

In Py2.x you should so something like

>>> print "\n".join(['I', 'would', 'expect', 'multiple', 'lines'])
I
would
expect
multiple
lines

and in Py3.X, print is a function, so you should do

print("\n".join(['I', 'would', 'expect', 'multiple', 'lines']))

Now that was the short answer. Your Python Interpreter, which is actually a REPL, always displays the representation of the string rather than the actual displayed output. Representation is what you would get with the repr statement

>>> print repr("\n".join(['I', 'would', 'expect', 'multiple', 'lines']))
'I\nwould\nexpect\nmultiple\nlines'

You need to print to get that output.
You should do

>>> x = "\n".join(['I', 'would', 'expect', 'multiple', 'lines'])
>>> x                   # this is the value, returned by the join() function
'I\nwould\nexpect\nmultiple\nlines'
>>> print x    # this prints your string (the type of output you want)
I
would
expect
multiple
lines