If you follow this specific set of steps, it is possible to unset 'Standard Scale' on an in use scale - which then removes it from all the other course that are using it.

1. Have a site wide (standard) scale.
2. Use it in one (or multiple) couses.
3. Go into one courses gradebook
4. In the gradebook menu, select 'Scale > View'
5. Click the edit gear next to the scale
6. Notice that you can uncheck 'Standard scale'
7. Check the box and save
8. Now the scale will not be available in other courses - even ones that were previously using it

You will notice that if you go back the same way, you can't put it back to standard.

If you try and edit the scale through the site wide scales page, the control is properly locked out - it is only editable if you go through this specific route