What if inside the FOR EACH you LAUNCH (script OF sprite)? Does that do what you want?
I think if we were to invent TELL (list of sprites) TO (script) it'd do them one at a time, just like FOR EACH, so you'd still have to LAUNCH the scripts.
I'm not sure I know the answer. Maybe it has to do with how the scheduler orders threads; launching the tell means that all the threads are carried out by the original sprite, whereas telling the launch makes one thread in each object.