Screenplays are rather short story, when you think about it. A typical screenplay is 120 pages double-spaced, and 25% dialogue and 50% action. That is 30 pages of dialogue, but the margins (2.9, 2.3) leave 3.3" space for the speech. So this is a total of about 15 minutes of speech in a two hour movie.
That isn't very much! The visuals of the film cover the rest, the music is awesome at "describing" emotions, so you don't need any of that. But fifteen minutes is not a lot of time to convey a very complex plot. Movies are good at portraying emotion and visual complexity and action, especially with special effects. Their plots are typically very simplistic and virtually predictable in their pacing to the fraction of a page.
Also, the movie business is much, much harder to break into than the book business. You have to be very good at pitching in person, at understanding the psychology of what film people are expecting you to do in each meeting, etc.
Neither a script or book sells itself, but a book can be read in its entirety before it is bought, it is easily tested to see if it is entertaining. Screenplays are not so easily tested and are a bigger gamble. They can't see the film before they buy it, too much depends on who acts it, how much money they will throw at it, etc.
Another way of looking at this is a film is a bet of millions to over a hundred million dollars. Modern book sales can be tested for $10K or so.
Studios rely very heavily on prior success, reputation, and the opinions of their social circle, making "breaking in" much more difficult, because the financial stakes are so much higher.
Yes, newbies do it, I'm just saying the odds of commercial success is likely better with a book, because for new authors it is the finished product the consumer would read, while a script is nowhere near that: For movie executives, it is like buying a house from a partial blueprint and paying 100% of the price before they ever see it.