Your men are scattered. You can barely do anything until you've rallied them. At the very least, you should be forced to click the 'gather your men' button before being able to scout, and even then the risk of losing your scout should be significantly greater than normal.
The latter part, I agree with. Scouting when not properly encamped (i.e., stationary in the region) should, indeed, be riskier. In fact, I'd go so far as to say that it should also make it more likely for hunting units to find you, as your scout leads them back to you.