From an ActionScripter's point of view, the addition of scenes adds to the complexity of controlling content with ActionScript. For example, with every scene added, you add another frame 1 to root. So a script can no longer look at the frame number alone for an accurate estimation of the current frame being played since it could be frame 1 in one of several scenes. Therefore scenes must then be tracked as a separate entity. The ability to query for and maintain scenes via ActionScript is not as robust as one would hope.
As well, scenes act to separate content in much the same way as developing each scene as if they were their own moviieclip yet without a movieclip's inherent re-usability as a library asset.
So by using Scenes you're not taking advantage of the object oriented possibilities within flash and limiting yourself.
That now begs the question, why does Adobe keep scenes in the IDE a possibility then? There are several reasons you'd want scenes. Many of the older flash 4 files used scenes since the object oriented nature of modern Flash was in it's infancy at the time and scenes was a logical way to separate sections of content. As well, scenes can still help facilitate separation of content for animators wishing to output their frames as a video file such as avi or mov. We all know of course that attempting to use movieclips and actionscript and then outputting to avi or mov can have very disappointing results.
So use frames, but have a specific problem that is being solved by their use.