I know that. But they won't let users change the default policy to RemoteSigned...that's what I find annoying. (I can't use stuff like posh-git as a result.) The proposed workaround is to copy scripts into ISE and then use the "Run Snippet" feature. How does PowerShell present more of a surface than the standard Windows APIs available to any executable though?
PowerShell scripts have the same access capability as any executable... but it may be easier to get a malicious PowerShell script onto and running on a target machine. Antivirus programs will scan executables and users may know to be suspicious of them, but it's not hard to imagine a user clicking a harmless-looking .ps1 file inside an archive that suddenly starts executing.