Scald's distribution is really weird. It's learned by basically every water type*, as well as:
Castform (form change to water)
Emboar (already discussed)
Stunfisk / G-Stunfisk (I guess it's based on a fish, but this is still really odd)
Crabrawler (based on a crab, but that's even more of a stretch than Stunfisk)
Coalossal (Steam Engine, fine, makes sense)
Sizzlipede (wut)
Pincurchin (wut)
Dragapult (wut)
So it looks like in Gen 8, they decided to just make Scald a coverage move on the new mons. There's definitely no good reasoning for some of these choices though, at least not on such a rare coverage move.
Oh, there's one more non-water to get the move: Raikou. Which makes certain sense, it's based on a legend involving a rainstorm that started a fire, of course it gets the burning water move. You know what doesn't get Scald? ENTEI. The other part of that same legend, and the part explicitly based on the fire. No Scald.
*I can't find an easy way to check, but I know no water/ice types get it, which is a restriction that actually makes sense IMO.