It should be possible, in theory, to create a wrapper script that executes the arc code, but the problems are:
1. Arc-on-mzscheme startup time is slow
2. Arc-on-mzscheme doesn't support properly launching from any directory other than the installation directory.
If the above problems are fixed (or if problem 2 is fixed and you don't find problem 1 too much of a problem) we could simply use shift-V, select range, then shift-1 and type the script name.