As of today, the GitHub v3 API documentation explicitly states:
Create
Create a new repository for the authenticated user. (Currently not enabled for Integrations)
EDIT:
The "not enabled for Integrations" means, if you get your OAuth token via one of your OAuth apps (which is an "integration") the GitHub API will refuse to create a repository with that function.
However, if you use some other access token (e.g. a personal access token you add yourself, see below) then the GitHub API will happily create a repository for you with the very same API call.
curl -u your_username -d '{"scopes":["repo"], "note":"Description of personal token"}' https://api.github.com/authorizations
That's the reason why the solution presented by Ian Warner works. The solution with PyGithub will suffer the same limitation. Only the token makes the difference!
EDIT: Not entirely true: With OAuth you can specify the scope to attach specific permissions to your OAuth token when authenticating (OAuth app flow). For creating repositories you need to have the 'repo' scope. (See also: Github v3 API - create a REPO)