You can run a shell command from a language you like so they're just as flexible. Go and many other languages have Exec (or equivalent).
The major reason shell scripting is nice is because its portable with a copy/paste and HelloWorld.sh doesn't need a compiler or a VM or even any preceding incantation to run.
As much as I hate that this is where my hopes are, I do hope that Powershell gets to a point where you can write single C# files and run them.
D language rdmd wrapper allows to compile-and-execute directly [1].
Together with intuitive function calling facility using Uniform Function Call Syntax or UFCS you can easily has natively compiled scripting environment [2],[3].
That's a good thing but due to D syntax it is very intuitive and pythonic due to the default GC, in addition to the UFCS feature that I've mentioned compared to C with its agrarian syntax. That's the main reason we have C shell scripting in the form of csh with more intuitive syntax for example foreach loop that D has already supported [1].
But if you insist, D now supports and can compile C language that you can perform using rdmd [2].
The major reason shell scripting is nice is because its portable with a copy/paste and HelloWorld.sh doesn't need a compiler or a VM or even any preceding incantation to run.
As much as I hate that this is where my hopes are, I do hope that Powershell gets to a point where you can write single C# files and run them.