Regardless of the problems that running SUID programs (and SUID interpreted scripts in particular) can cause, note that you need to have root permissions in order to make anything SUID root.

I might as well claim that all languages are insecure because I could code something destructive and run it using sudo.

These kinds of issues should, for the most part, be solved by using sane system administrator (to make the policies) and a sane OS (to enforce the policies).