I’ve just found a small bug in the source, it’s been there since 4.26, still there in 5.20 - perhaps someone can squeeze a fix in for the 5.20 release?
In USplineComponent::SetScaleAtSplinePoint() there is a test SplineCurves.Rotation.Points.IsValidIndex(PointIndex) - that should be SplineCurves.Scale.Points.IsValidIndex(PointIndex)