The ScriptEditor signals an error using the RhinoObject() constructor ('RhinoObject' does not contain a constructor that takes 0 arguments), while in the RhinoCommon documentation the same constructor is reported as having 0 arguments:
The default constructor is marked as internal RhinoObject(). This really should not show up on the documentation page. I’ll check to see what that is listed there.
AFAIK you normally do not construct instances of RhinoObject your self. Those are constructed when geometry is added to the Rhino document, by the document.
DOC-397 internal constructors are shown on RhinoCommon docs