There's no hard rule to say that you shouldn't use your thumb on black notes - some pieces would be near-impossible to play without doing so!
However, there are some reasons why you might be better off by not doing so.
One is that the thumb is shorter than the rest of your digits, so it makes sense to reserve it for the easy-to-reach white keys. You specifically mention scales - so here, it does indeed make sense to reserve your thumb for the white notes, as you require fluid, step-by-step movement. Try crossing your thumb under a finger from a white to black key and see the awkward movement you make! The exception here is of course pieces in keys which make heavy use of the black keys, in which case you'll find using your thumb to be more convenient than not doing so.
Another situation is playing chords - you'll notice that using your thumb on a black key in many chords will cause you to twist your wrist slightly. Again, there are exceptions where using the thumb is more comfortable than not.
Another reason is historical - Prior to Bach and his contemporaries, conventional fingering avoided using thumbs altogether - black keys or otherwise! Again, there would be exceptions; e.g. for playing octaves or large intervals. If you wanted to be 'historically accurate' you might want to avoid your thumbs being used, but 'historically accurate' does not equal 'better'!