A `cd` command in an executed Powershell script still affects the current session

Question

Coming from the Unix world, scripts when executed (as opposed to sourced) are run in a subshell, and thus variable declarations and cd commands do not affect the actual current session (the one where we type our commands).

For reference:

# Executing a script
./myscript.ps1

# Sourcing a script
. ./myscript.ps1

Very surprised (and quite frankly annoyed) to see than in Powershell, executing a script will still affect my current session regarding cd commands (but not declared variables).

How can I prevent this from happening ?