cosmetic_changes.py has been moved from scripts/ into pywikibot/ , so that the library package 'pywikibot' is not dependant on the 'scripts' package.
https://gerrit.wikimedia.org/r/#/c/190715
The script can still be run using its new location explicitly; e.g.
$ python3 pwb.py pywikibot/cosmetic_changes.py -family:wikipedia -lang:en -page:Main_Page -simulate
If you have a script that was importing cosmetic changes, you will need to update your import statement to import pywikibot.cosmetic_changes .
We have a change pending to re-add 'scripts/cosmetic_changes.py', so the breakage is only temporary, however import statements should be updated anyway.
https://gerrit.wikimedia.org/r/#/c/205843/
Another way to reduce the impact of the move is allowing pwb to find & execute commands located in the pywikibot/ directory.
https://gerrit.wikimedia.org/r/#/c/209429/