When you print the help message for the cli/schedule_task.php script, the message provides an example with a misspelling. The example says:

Example:
\$sudo -u www-data /usr/bin/php admin/tool/task/cli/schedule*d*_task.php --execute=\\\\core\\\\task\\\\session_cleanup_task

The filename is not scheduled_task.php with a d (see the red highlight), but simply schedule_task.php without the d.

I think this problem affects all versions since I have version 3.5.* and it's still present in 3.7.