Does Python Come with Anaconda?

anaconda is the metapackage that includes all of the Python packages comprising the Anaconda distribution. python=3.9 is the package and version you want to install in this new environment.

Does Anaconda come with Python installed?

Anaconda Individual Edition contains conda and Anaconda Navigator, as well as Python and hundreds of scientific packages. When you installed Anaconda, you installed all these too.

Do you need Anaconda for Python?

You don't miss anything important by not using anaconda. It's just more convenient to use it. There is no need to uninstall your current python distro if you wish to install anacoda distro. They can coexist and can be used simultaneously as they point to different paths.