I remember when I saw this in F# interactive (C# didn't have a REPL at all at the time) when I first started using that language around 10 years ago. I thought it was immediately useful as a easy to write, but static typed Python replacement without all of Pythons dependency headaches for quick scripts. Because back then as compared to say C#/Java which required a lot of class files, boilerplate, etc F# read more like a scripting language which made it more suited to this. When they added the ability to pull in packages/dependencies inside the script directly that was great as well. e.g. Pull in a type provider, parse some JSON, make some API calls, create quick CSV's, whatever. Useful for quick scripts, data mangling or quick prototypes - you could just cut and paste the single script with a shebang, message it to someone on your team and it would run dependencies and all without the equivalent venv issues with a simple pasting into a text file. Install .NET SDK and that's it - it would run. In the team I was in at the time it was a quick productivity boost - seeing features implemented in quick scripts and seeing the data workable in a REPL session which could then could be promoted to an actual project was a great workflow.

I think those features have since spread to C# interactive (probably inspired by the F# incubator IMO), as that language has done things to simplify its syntax to make single file apps easier. From your comment Rust seems to be taking a similar approach.