That's an error, because episodes can be cited directly, and the template "cite episode" exists for this:

https://en.wikipedia.org/wiki/Template:Cite_episode

It can be seen in use for instance on the Beavis and Butt-head article, https://en.wikipedia.org/wiki/Beavis_and_Butt-Head where the citation looks like this:

"Werewolves of Highland". Beavis and Butt-Head. Season 8. Episode 1. October 27, 2011. MTV.

Sounds like that might have been a copyright issue? In the UK a transcript of a show would need permission of the writers/owners to be reproduced. I can see Wikipedia would be sensible to disallow infringing works as being bad sources.

Ironically an excerpt of the script/transcript would be allowed by UK copyright - but a site with only excerpts would probably but be a good source for Wikipedia's purposes.