According to this question, the difference between a scripting language and a programming language is basically that you need an explicit compilation step.
Thus, CAPL is indeed a programming language, since all CAPL programs must be compiled before they are executed during the measurement. You have a compiler menu in the CAPL browser, and when syntax errors occur, a "Compilation Error" error appears.
The reason CAPL can sometimes be attributed to the scripting language is because the source code is compiled every time you automatically press the "Start Measurement" button with CANoe. And it’s also pretty fast, so you won’t even notice that this is happening.