REPLs and notebooks and all the rest are great.
NuShell might be a great REPL, I don't know, don't really care.
The fact no one uses a REPL as a shell, and there's no demand to add direct exec() to REPLs, demonstrate they're different categories.
Let programming languages do what programming languages are good at. Let shells do what shells are good at. Please do not write programs in a shell. Do not create a half-assed programming language in a shell to encourage people to write programs in said shell.