It's done on purpose. Scale only accepts zero when enter is pressed, not when typed or focus lost. Zero scale can cause problems for other parts of the animation because it puts a wrinkle in the math. I don't remember the exact reasons why we require enter, but it was bad enough that we wanted to make sure the user wants that.
It is allowed in animate mode, but requires pressing enter.
It is not allowed in setup mode, instead you'll get the smallest possible scale value. This is because zero scale in setup mode gets multiplied with the scale set in animate mode, which would always be zero so you'd never be able to get any other value.