It just makes sense. “My Scripts” makes it seem like only I can see the things I put there, but that isn’t the case. “My Tenant Scripts” is a more apt label and aligns with the actual use of those scripts.
Make it so!
An alternative might be My Company Scripts or Company Scripts. Just something to make it clear to new users that the list of scripts are shared and not individual as My would suggest.
Local Scripts vs Global Scripts