The words consonant and dissonant have no absolute meaning within the context of music, intervals that sound good in one music culture grate on the nerves of another--furthermore, the intervals in many scales tend to be fairly arbitrarily selected, at least when related to the series of harmonic overtones--If you were to construct a scale that used the notes that occur in the harmonic overtone,   some of the pitches would sound out of tune, the intervals would be wildly irregular, and, most significantly, the chords and harmonies that we use would be impossible --

The bottom line is that scales of any sort are artificial constructions, rather than natural phenomena, although they tend to incorporate fifths, fourths and octaves, which are phenomena--