I like to ask myself this question instead:
When someone reuses my code in their project, would I appreciate to receive credits?
The answer is obviously a clear yes for me.
So I would always provide some credits for all pieces of third-party software that is included in my project.
As I explained in this other answer (this was in the context of the GPL-3.0 but this excerpt applies in general)
I consider that attribution is the essence of free and open source licensing. [..]
At heart attribution is about communicating to my users the licensing terms of this third-party code I redistribute. Therefore all bona fide
FLOSS licenses require some type of attribution, if anything to communicate the licensing terms to the recipients of the code. Attribution is also about
giving due credit to the authors of the third-party code that I leverage (which may or may not be required by a license): this is the right thing to do and the thing I would appreciate users of my code to do when my code is reused.
So even though not all free and open source licenses require attribution or/and communication of the license terms, providing attribution and license information in all cases is the right, simplest and easiest thing to do.
With that settled, the answer become simple:
Does someone know if this license information has to be included at all, or what parts of it exactly? [and in particular for CPython since some of it is included by Pyinstaller in a built installer]?
Yes, the CPython license information should be included. And beyond the motivation explained above, this is a Python license requirement as explained in Section 2:
[...] provided, however, that PSF's License Agreement and PSF's notice of copyright, i.e., "Copyright (c) 2001, 2002, 2003, 2004, 2005, 2006 Python Software Foundation; All Rights Reserved" are retained in Python alone or in any derivative version prepared by Licensee.