This page summarises best practice insights for for working with scripts in process flows. Keep in mind that scripts come in two 'flavours':
Generally, doing everything you can in a single script is more efficient than processing multiple scripts - it means less downtime between steps, and less chance of being caught in a queue between scripts.
There are times where deploying multiple scripts is preferable from a management perspective - for example, if you're designing generic scripts to use across multiple process flows. In this case, you trade modularity for speed, in most cases.
Effectively, a transform script pauses the map shape, calls the script, then merges that response and continues with the map. Multiple script transforms results in multiple pauses - similar to running multiple scripts back-to-back in the process flow itself.