Game Freak not wanting to change Scald to be Super Effective against Ice Types is your reason right there. Additionally, my theory is let's look at Ice Types. They are really poor defensively with weaknesses to Fire, Rock, Fighting and Steel respectively. Now, I don't think Game Freak wanted to make Ice any worse, especially with all the Pokemon that run Scald. So, while I do agree that Scald should be super effective against Ice, Game Freak didn't want it to, but it could be the reason I listed above as well.