I'm not seeing any problems with this on any Special pages. My personal JS loads on several different Special pages without any issue. Is there a particular Special page in question you can point to where your personal JS doesn't work?
Okay, here's an example... I've got some JS in Special:MyPage/global.js to add links to the top Wikia nav bar to load the current page with ?useskin=wikiamobile and it works on all pages except Special pages. I looked at the HTML and the structure of the HTML I'm trying to modify looks identical. I'm guessing this is some JQuery load order thing like I've seen in some other posts, but I'm not sure.