Many people do not use scouts and due to movement limitations often they do not go faster but I often get one first because understanding the lay of the land is important and they can fight a bit if needed. They also upgrade nicely to a ranger if the survive long enough, stop barbs spawning in a nasty corner if they survive initial scout and are very useful for the interior of a second continent if they last that long. Yes its not most effecient for the domination steamroller players but regardless I like to explore and understand the wider strategy.
Scouts can be useful for early conquest. Sometimes I get scouts from goodie huts which I use for taking cities. They can even be better than Warriors for this since you mainly rely on the Archers to bring down the city defenses and the Scout's 3 movement means it can safety hide until it is time to take the city.