Compiles languages often have a preprocessor (I'm looking at you, Ada/VHDL...). Scripting languages don't.

Since this is based on a scripting engine (with an interpreter that manages files inclusions etc.) there is no need for preprocessing or substitution. The dynamic environment does the preprocessor's work as well as "elaboration" (like in Ada/VHDL). The "source code" contains not only the instructions to execute but also how to execute them...