The most commonly recommended scale for the V7#9 is the altered scale. However, this scale does not have the natural 5th which is present in the chord. What exactly does this mean? I find it quite confusing to use a natural 5th when I play the arpeggio of the chord but the sharp 5th when I play the scale. Is there any practical recommendation for this conflict?
Note that the altered scale is just one out of many scale choices over a V7#9 chord. If you think that the chord implies the altered scale, then you imply an altered 5 in the chord. If the actual voicing really has a natural 5 (and note that most of the time the 5 is either omitted or indeed altered), then the altered scale is not the appropriate chord scale.
In that case (i.e., a V7#9 with a natural 5) a possible choice is the half-whole scale, which has a #9, a b9, but a natural 5 (and a natural 13). Another good choice for a V7#9 chord with a natural 5 is the phrygian dominant scale with an added #9. Like the half-whole scale, the phrygian dominant scale with an added #9 is an eight-note scale, and it is often used when the V7#9 resolves to a minor chord.
You don't HAVE to play the ♯5. Yes, it clashes with the ♮5 in the basic chord. Just like the ♭10 (even if we do insist in calling it a ♯9) clashes with the ♮3. And the ♮5 is a very neutral, harmonically inactive note. It's generally the first note to be omitted when voicings get too full and muddy.