This would be really awesome to see added in! My assumption is that this would take the Coda team a long time to implement, partially because it needs to be approved and partially because there are a TON of security implications with this. From what I can tell, Coda is built on React & Redux (as far as I can tell), which means that any JS that isn’t just a data-transformation needs to be a React component that follows whatever API they have established within their code-base (which could potentially be more advanced than most people are comfortable with).
If the goal is to be able to create UI components, I think that this feature request might make more sense - I think it might make more sense for this to be a request to open-source their document UI component library rather than to support user scripts.