Reasons:
- Currently Site does not appear in the generated documentation when we use help(pywikibot).
- Some IDEs that have intellisense feature, including IDLE, depend on the function to be available in __all__ variable, otherwise won't suggest the related code completion.
- Using from pywikibot import *does not import Site which seems to be an essential part of the package and should be imported as well. Although this kind of import should usually be avoided, it is okay to use it to save typing in interactive sessions.