The answer is that different scales have different sounds and often different associations in the minds of both the composer and the listener. If this sounds intimidating to you, or you think that you could never distinguish between scales, you've got a pleasant surprise coming, as I'll show you in a moment, because we all have a certain sensitivity toward scales. The variety that scales offer is part of what makes a composer like Debussy sound different from Mozart, for example. The Sunken Cathedral describes a mythical cathedral that was submerged in water during high tide. To use an analogy, then, think of scales as a kind of fabric which is used to make an article of clothing.
Some fabrics have associations and lend themselves to certain uses.
Given a bolt of burlap you probably wouldn't fashion a wedding gown out of it. Scales, in the mind of composers, work much the same way, to suggest broadly the type of musical feeling they wish to create. The Mozart Sonata quoted above uses scales both ascending and descending. Scales can be melodies but composers tend not to overplay this card because it doesn't make for a very interesting piece. That's why if you can listen to music with the same sense of anticipation and attentiveness you give to a friend speaking, you'll hear and understand more than you ever did before.