I dont like the idea of able to use unloaded alias files, the first thing that went through my head was the ability to abuse the process to take control.

But on having some sort of "also use file.mrc" for alias -l files i dont see as a problem, but more than likely not going to be implemented. The reply to a request for it would likely be "why not just put all the script in one MRC?"
Which I cant think of a situation in which you couldnt do, can you? <<< asked as a honest question I just cant think of one, the closest maybe would be addon scripts that want to refrence core subroutines but then, if there addon scripts those subroutines should be global or have a API to access them developed.