As far as I know "scripting language" doesn't have a widely-agreed upon definition and we should all stop using it.
If anyone were to ask me, I'd say that a "script" is a program that contains a sequence of commands. It executes transiently for some side effect, as opposed to creating a persistent process responding to events.
So for example, bash is clearly a scripting language, and if one is being rude about the appropriate uses for perl, then perl would be too. Python can be use for "scripting" but certainly isn't in general a scripting language by this definition. And I don't really think "scripting language" is a helpful term for Javascript, since it's most important role by far is in as an event-driven persistent process. However, some people (especially old-school C-programmer types) use "scripting language" to mean an interpreted language, I think.
I think for Wren, maybe it's referring to a usage of "scripting" that C programmers associate with Lua?? None of the things it mentions are things that I personally associate with the word "scripting":
> Wren is intended for embedding in applications. It has no dependencies, a small standard library, and an easy-to-use C API. It compiles cleanly as C99, C++98 or anything later.
Or is the idea that both Lua (and thus Wren) and Javascript are "scripting" languages in the sense that they augment an executable written in a "proper" language with additional run-time functionality? If so, then that's interesting but I don't think many people get it (it only occurred to me while writing this) and we should clarify the terminology.