We do that, but keep the scripts in the code and just tell them in the markdown where the scripts are, same with "references" (docs/) for us. It never made sense to me to put those in a skill dir, many are useful across skills and for humans (many written for humans before agents were a thing)
One of the more interesting benefits to skills is that many harnesses now run the inline command(s) in backticks, shortcutting the model needing to make a tool call. This is helpful for deterministically building up context content for the skill before the agent ever sees it.
We take this further in some instances and have workflows that (1) does deterministic context gathering (2) invokes an agent (3) processes a file the agent is told to produce. This has made our PR review agent much better and removed it's access to all credential files. We have a step that gathers the diff + existing pull request comments into a .review dir, let the agent process that and create a comments.jsonl, then run a script in a new step to apply the comments against the API