In general, I could not find a reason executing from the python console
should not do an Undo push. Running a script from the Text Editor does
this as well and this seems generally useful.

Without an Undo push, one can easily run into situations were IDs have
been added or removed and undo on would then cause trouble
(e.g. first selection then bpy.ops.object.duplicate() -- this crashed as reported in T86293 --
'duplicate' does not get its own undo push because it is not the last op in the list, wm->op_undo_depth is not zero).
This has changed with the Undo refactor, so in essence the root cause is the same as T77557, Legacy Undo does not suffer from the crash (but misses
the generally useful undo push from the console still)

Now add Undo to CONSOLE_OT_execute bl_options ('UNDO_GROUPED' seems more
appropriate than plain 'UNDO' since pasting multiple lines of code will
call CONSOLE_OT_execute multiple times in a row).