Should scipy.signal.coherence be 1 for single input and output signals?
Your colleague is correct. 

In


  Carter, G. Clifford. "Coherence and time delay estimation."
  Proceedings of the IEEE 75.2 (1987): 236-255.


a closed form expression for the pdf of the estimate $\mid \hat{\gamma^2}\mid$, the  $p(\mid \hat{\gamma^2}\mid |\; N,\mid \gamma^2 \mid)$, is given and the confidence pdf for $N=1$ is flat on $[0,1]$