It seems odd to me that managed groovy scripts are not accessible as build steps under "execute managed scripts". It also seems to me that the user interface for adding build steps unnecessarily splits out windows batch scripts from other managed scripts, and I wouldn't want to pollute that drop-down with yet another "managed script" option, when all scripts could just be listed in the task's configuration drop-down.

An alternative would be to integrate with the Groovy plugin, to offer managed groovy scripts as one of their source options. I've suggested this option as JENKINS-19102.