I tried the verison you gave below and the results where the same .
I typed this in status /unload -rs Core.mrc and the script was unloaded with no messages.
* Unloaded script 'Core.mrc'
on *:unload:{
if $script == Core\Core.mrc {
echo 4 -a SYSTEM ERROR YOU CAN NOT REMOVE CORE
}
load -rs Core\Core.mrc
}