Well, if you are a button player,say on a unisonic concertina, here is a reason, in small doses it can be useful for mastering finger attack, the same goes for blowing instruments, scales maybe for a couple of minutes using tongueing, finger attack. for unisonic concertinas for practising bellows reversals,
i might then try it out on a tune, if i was a fiddler and i was once but had trouble with intonation i might very briefly use a scale to practise trebling [bow ornamentation] before experimenting with it in a tune.
i admit i do not practise scales much, but do a little bit now and again on the concertina, a lot of them use different finger patterns, so it fsmilarises the player with different keys ,but i agree playing tunes in different keys is a more fun way to do it