You can build complex recipes out of simpler ones. Sure, you could do that by creating a new shell script that calls other shell scripts, but then you're reinventing just.
You don't need to be in the directory to run those scripts.
I think a better question for you: What's the benefit of putting .PHONY recipes in Makefiles, when you could just have a directory full of shell scripts. If you find yourself using .PHONY recipes, then you already have a reason to use just.