REXX program cannot be developed in Physical Sequential Dataset?

REXX programs can definitely be stored in Physical Sequential (PS) datasets, not just in PDS members. You can execute a REXX program from a PS dataset by specifying the dataset name with the EXEC command. While PDS members are more common for organizing multiple REXX programs, PS datasets are fully supported. The statement that PS datasets cannot be used is false - both PDS and PS datasets are valid storage locations.