I'm not against using REPL, but it's not viable to solely write in REPLs, therefore we need to teach "how to run things in files" and then we're back at crappy HTML-files.
I don't see anybody saying one need to use REPLs only. What's nice with JS is you have the option to open browser's JS console and try stuff there. You don't need to. But you can.
All modern browsers has JS console. That's dev environment setup freely for you. And if you use FF, enhancing that env with Firebug is just a few clicks away. WIth the rise of web apps nowadays, this is actually a very good move.
