Scales and their usage is yet another tool for mastering the instrument (in this case, the guitar).
If you were a student studying classical guitar, you would most likely be required (by most classical guitar teachers) Segovia scales http://www.amazon.com/Diatonic-Major-Scales-Andres-Segovia/dp/1598060597 . The reason being that learning your major and minor scales with Andres Segovia fingerings will teach you about how to move up and down the fingerboard when playing classical music.
If you were a student learning jazz (bebop, swing, gypsy, fusion…etc), you would be expected to learn all of your diatonic modes and how they are used when improvising. In addition, you would need to learn how “blue notes” can be fit into each mode to change the color of the scale AND you would be expected to be able to add “altered” notes (#5, b9…etc) to each of these scales (especially the mixolydian scale used for dominant chord forms). This would be the bare minimum scale knowledge you would be expected to have under your fingers on a sideman gig.
However, if you are a classic rocker, or a folkie, or even just a really good ear player, scales become less important than the ability to know the fingerboard “by ear” and “by eye”. That is to say, anyone who is trying to be able to “take a solo” needs to have some sort of base of reference when dealing with this sort of situation, whether they have an amazing ear and can “hear” where the notes are on the fingerboard, and/or can see where the notes are on the fingerboard (block patterns, up and down strings…etc).
When it comes to bluegrass, different folks get to a high level of playing in different ways. Some folks have amazing ears and memory which allows them to replicate things they have heard or played previously at any given moment. Some folks have extensive libraries of riffs that they can play over any chord in any key without even thinking about it. Some folks (much more rare) mentally muscle their way through each chord progression and know what notes will work, over the current harmony (chord), in what order to create a bluegrassy sound. Since I come from a classical/jazz background, I tend to do the latter.
I am not a great player by any stretch of the imagination. So I am not going to tell you that you must learn scales to be a great bluegrass player (David Grier claims not to really know scales but I consider him one of the best , if not the best, bluegrass guitarist alive). Personally, I tend to want to know WHY something sounds the way it does. The reason for this is by knowing WHY, I then know HOW to recreate that sound and to even build on it, no matter the chord progression or the style of music. Knowing scales and how to alter them allows me to know WHY and HOW something sounds the way it does. So I am deeply involved in analyzing and learning about everything I enjoy listening to. And as far as I can tell, that is simply the slowest way to learn how to be a good guitarist.