That's just not true.
As seen in the screenshots, it's running on Python 3.9.1;
The question was not "Does it work with Python 3?", but "How do I tell Plesk that it should not use a Python version that is 1 year EOL?" (Title edited to make it fully clear)
Dear Staff team/fellow users,
is it possible to start fail2ban using python3?
Python 2.x has reached EOL a full year ago.
I know that fail2ban supports Python 3.2+, but I can't find a setting to use that