There are many reasons to script MacSQL. The simplest use of scripting is to save your most frequently used queries. While MacSQL has a menu option to do this automatically for you, there are many more complex actions that can be implemented as scripts. For example, MacSQL can be used to export a catalog from a MySQL database and insert that data, properly formatted, into a QuarkXPress layout.
MacSQL is also recordable, which means that you can select "Record" from Script Editor and it will record the actions you preform in MacSQL. You can then replay this script to repeat those actions at a later time.