Hi,
The code that the user gave for Multigraph and the one you wrote are not exactly the same, hence the differences.
This is the exact translation of @couet 's code to Python, which gives the same result as in C++:
import ROOT
c1 = ROOT.TCanvas("c1","Divide Example",800,400)
g1 = ROOT.TGraph()
g1.AddPoint(1.,1.)
g1.AddPoint(2.,2.)
g2 = ROOT.TGraph()
g2.AddPoint(1.,1.)
g2.AddPoint(2.,2.)
mg = ROOT.TMultiGraph()
mg.Add(g1)
mg.Add(g2)
c1.Divide(4,1,0,0)
for i in range(4):
c1.cd(i+1)
mg.Draw("AL")
l = ROOT.TLegend(0.008,0.35,0.9,0.6)
l.AddEntry(g1,"Legend1")
l.AddEntry(g2,"Legend2")
l.Draw()