Notebooks are closer to using a repl than a script.

One key feature is that you can run a long data-prep/processing step and then iterate on whatever comes after without having to re-run the compute intensive steps to get the data (i.e.) you want to graph

Another key feature is learning and sharing knowledge. Images, markdown, graphs, links, code... all interwoven. Scripts do not have affordances for these things. In this sense, Notebooks can be closer to reproducible blog posts.