Why can't I have more than one script at a time?
You can! You are mistaken!
All of your scripts go in the same file (or in multiple files linked together, see this), and all of them get compiled and imported at once. You can actually have tens of thousands of scripts!
Here is an example of putting more than one script in the same file:
plotscript,my first script,begin #stuff end plotscript,my second script,begin #things end plotscript,yet another script,begin #blah blah end