If you want a linear curve you don't want bezier; you just want a degree 1 curve:
cmds.curve(d=1, p=[(0, 0, 0), (3, 5, 6), (5, 6, 7), (9, 9, 9)] )
If you really need that to be a bezier, the mel procedure nurbsCurveToBezier will convert it:
import maya.mel as mel
cmds.curve(d=1, p=[(0, 0, 0), (3, 5, 6), (5, 6, 7), (9, 9, 9)] )
maya.mel.eval("nurbsCurveToBezier");