If I was just trying to group 3 operations together into a "transaction", a script would seem like the way to go. But yeah, as soon as my "script" got at all long/complicated, I'd take a long look at making it into a module.

There is no reason why modules would be easier to test than scripts. It is probably the opposite.

Modules are great when you want to use Redis as a server for something it does not support, but I would still use scripting for most things.