Here is the thing. The developer presented the bots to the arena and have no idea where they are. All they know is that they have to kill the user. If Scorpion decides to leave the arena well tough luck it has it's own mind.
It CAN NOT climb outside the arena, as I said before, It will JUST climb walls of things like the death cube, the weird duck with hat thing, etc, it CAN NOT climb outside the arena because it can't climb the walls OF THE ARENA