I think this is a “feature” of Mojave and later. Apple continues to lock down more and more useful stuff, even of their own making such as Applescript. For example see this forum thread from 2018.
I haven’t followed all the status of Applescript because I chose to just ignore it and find alternatives for what I wanted to do. Most often using various MBS plugin features. Note that I don’t think this is a problem with Xojo per se; I believe it is Apple restrictions blocking otherwise useful features. Or making you jump through hoops to use them.
Others who still try to use Applescript may chime in with more useful answers.