The title should be "What's your favorite Linux scripting language?" Presumably you don't want to talk about Powershell (Windows), Javascript (Web), or Apache Groovy (JVM).
FWIW, Rexx is readily available on Linux.
[prhodes@whiskey pdfs]$ dnf search rexx
Last metadata expiration check: 0:29:48 ago on Sat 06 Jul 2019 10:50:28 PM EDT.
========================================================== Name & Summary Matched: rexx ==========================================================
oorexx.x86_64 : Open Object Rexx
oorexx.x86_64 : Open Object Rexx
oorexx-libs.x86_64 : Libraries for ooRexx
oorexx-libs.i686 : Libraries for ooRexx
oorexx-libs.x86_64 : Libraries for ooRexx
brexx.x86_64 : Classic Rexx Implementation
oorexx-docs.x86_64 : Documentation for ooRexx
oorexx-docs.x86_64 : Documentation for ooRexx
rexx-imc.x86_64 : IMC's interpreter for the Rexx
oorexx-devel.x86_64 : Header files and libraries for ooRexx
oorexx-devel.i686 : Header files and libraries for ooRexx
oorexx-devel.x86_64 : Header files and libraries for ooRexxNetRexx is also open source and readily available, which is one more option for any Rexx junkies out there.