Just a thought: instead of Intel selling MKL and then letting the clients build/extend R or Python with Intel MKL, it could be a lot easier if Intel could sell corresponding versions of R or Python which is already integrated with MKL - particularly for Windows environments (64-bit). It might even result in much higher sales of Intel MKL.
There are some vendors selling MKL enabled Python and R solutions. For example, for Python you can check "Continuum Analytics" and "Enthought". For R you can check "Revolution Analytics".