Scripts don't have security limits; except for 'on-demand scripts are not available for items in a locked workflow' (as stated in the HELP). The enhancement request is to allow on-demand scripts on all items, whatever the state is (including workflow locked).
Use case:
We want an on-demand script e.g. 'create Issue' that creates a new item (in other ws) starting from a workflow locked item. The script should also create a bi-directional link between the 2 items in the relationships; this last step is not possible because 1 item is workflow locked. The script is not developed by the user but by somebody who knows what is dangerous or not.