There are a ton of scales in classical music. They tend to be hidden, though, with only a few notes at a time. Take, for example, Mozart's Rondo alla Turca: It's main theme has a snippet of a scale, and its middle section is almost entirely made up of scales. The 3rd movement of Beethoven's Moonlight sonata has brief runs to build up tension. Bach's inventions all have scales in the music. Just because they just don't go on for octaves and octaves doesn't keep them from being scales.
As far as fingering, it just makes scales really easy to play. The fingerings are optimized so that you can go really really fast without tripping over your fingers. There is a small aspect of training dexterity--being able to perform cross-overs smoothly is extremely important--but it's secondary to the goal of allowing you to recognize patterns in music.
Of course, everything bearcdp said counts, especially hearing the qualities of the scale degrees in the key. Knowing your scales and the sounds of each degree makes learning every style of western music infinitely easier.