We can do bat, vbscript, perl etc as a run script action but if you want to run a PowerShell script then you need to run one action to create the script, one to run PowerShell then another to cleanup the script you copied down.
Powershell has become so prevalent on Windows devices that a specific bundle action type seems justified. Or extend the run script action...
Some powershell users make use of a powershell profile. The default settings load the powershell profile each time a powershell process starts. Sometimes the powershell profile of a user interfer with the powershell script being run as a script action which gives rise to unexpected behavior.
Much more often than not (I think) it's not necessary or wanted to load the users powershell profile when running a script action.
The powershell script action should therefore include the -noprofile parameter as a default parameter which is prefilled in the parameters box.
This idea has been delivered as part of ZENworks 2020 Update 1. ZENworks always supported Powershell. However, now a .ps option is available when defining your own script option