I don't know if this has been brought up before. (Didn't find anything via Google search)
If you launch a script from a modal window and that script runs subscripts in other files, those scripts are ignored and do not run. When you run debugger and try to step into those external scripts it just steps over them. This is completely transparent to the user and generates no error dialog. So basically only scripts in the file that contains the modal window will run all others are just skipped over with out any feedback.
This could be dangerous to your data integrity if one of those subscripts was being used to create a subset of records to work on. You could end up applying changes to your whole database.