SUID permission on Bash script

[RW]

On Fri, 28 Aug 2009 11:54:19 +0300
Giorgos Keramidas <keramida at ceid.upatras.gr> wrote:

> On Fri, 28 Aug 2009 09:24:35 +0100, Jeronimo Calvo
> <jeronimocalvop at googlemail.com> wrote:

> > As far as i know, using SUID, script must runs with root
> > permissions... so i shoudnt get "Permission denied", what im doing
> > wrong??
> 
> No it must not.  There are security reasons why shell scripts are not
> setuid-capable.  You can find some of them in the archives of the
> mailing list, going back at least until 1997.

I'm bit puzzled by this, previous threads have given the impression
that this is a myth, for example:

http://www.mail-archive.com/freebsd-questions@freebsd.org/msg185134.html

So are scripts actually incapable of running setuid?