There is a workaround, however, and that is to use BCL to execute an SCL subroutine which returns the path of an SCL file to the bcl_msg BCL variable. You can then use the SCL_COMPILE command passing bcl_msg as an argument to compile an SCL file selected using SCL code.
The downside is that if the routine doesn't return a file path the BCL code still tries to compile the blank string file path, and shows an error in the message window. Unfortunately (as far as I can tell) you can't use conditional statements in a BCL script, so there's not much we can do about this. I'd say if you need to be able to compile SCL from SCL, it's worth the small inconvenience of seeing the error message when you don't specify a file.
I've used this technique to compile SCL files listed in a configuration file (not the QUEST kind) that could only be parsed using SCL (rather than straight BCL), so that users can specify different SCL logics in building a QUEST model from an eVSM file.
This may not be of any use to anyone reading this, so I've provided an example which hopefully will make using QUEST just a little bit easier to use. I don't know about you, but I often debug my SCL code by writing a little, then compiling it in QUEST, until it's all done and working. However, if you're working on multiple SCL files it can be a pain to go to the Run->Simulate->Compile button and pick files in various folders.
So what I've done is created a BCL macro that calls an SCL routine that keeps track of (up to) the last 49 or so SCL files that I've compiled (in the current session) and gives me the option of selecting another file to compile. So I've basically duplicated the Run->Simulate->Compile functionality, and added a list of the most recently compiled files for you to chose from.
You can get the BCL script here and the corresponding SCL file here. Keep in mind that you need to modify the BCL script to compile the SCL file wherever it is saved on your computer.