That warning is there because there was a short time where people were tricking other players into running scripts that would automatically trade their gold/items to other players (usually the one who gave them the script in the first place).
It’s not like ANY script can cause that – only scripts that are written for that purpose.
It’s just advising you to be careful about what scripts you run, and make sure you know what any such scripts do before running them.
In this case, the one you showed should be fine.