Is it the case that any set of tones can be used as scale?
Yes, in theory. Literally any set of notes can be a scale. Sky is the limit.
Why some scales used more frequently than others? Is it just a cultural thing or the are some (semi-) objective rules why some notes can be used as scale and other not?
Yes. Both. It is certainly a cultural/historical thing. In the west, major and minor scales (or more generally the diatonic collection) is dominant, while in Indonesia, for example, you have slendro and pelog which are both very different from western scales -- so different that you can't represent them accurately in western music notation -- and quite different from each other even. So which scales you're familiar with is certainly a function of the culture in which you're raised.
Cultural/historical factors aside, within the western music tradition there is fairly good reason why some types of scales are used more than others. It really boils down to the intervallic content of the scale. In pitch class set theory this is called the set's vector, which is a succinct way of writing all the possible intervals within a set of notes -- all the intervals, from each note to every other note, categorized by their size. For example, the diatonic collection {0,1,3,5,6,8,10} has a vector of 254361. That means that within that set of notes you will find:
- 2 m2 / M7 intervals (1 / 11 semitones)
- 5 M2 / m7 intervals (2 / 10 semitones)
- 4 m3 / M6 intervals (3 / 9 semitones)
- 3 M3 / m6 intervals (4 / 8 semitones)
- 6 P4 / P5 intervals (5 / 7 semitones)
- 1 tritone interval (6 semitones)
(Note that intervals which invert to each other are grouped together as equivalent.)
That's quite a rich variety of intervals which allows for a variety of melodic patterns as well as triadic harmony, arguably the most salient feature of western music. Not all sets would do that. Compare that to the whole tone scale {0,2,4,6,8,10} whose vector is 060603, which will sound very different because of the different intervallic content. Because it lacks semitones, and is completely symmetrical (ie all notes are functionally equivalent) it sounds static and directionless, and the only triad possible is the augmented triad. This is why it was not traditionally used before the 20C, when functional harmony ruled supreme.
But it was its unusual sound which attracted composers of the 20C, most notably Claude Debussy.
In the 20C, many composers developed a fascination with symmetric scales, eg the whole tone and octatonic (aka diminished) scales. And Messiaen assembled a collection of what he called 'modes of limited transposition'.
IMO, I think the hallmark of a "useful" scale is a roughly flat or bell-shaped distribution of intervals in its vector, because this is indicative of a collection which is spread out over the whole octave, instead of all the notes being clumped together. But really, like I said at the top, anything goes, and a creative composer can make just about any scale sound interesting.