Since you assume all Scorpio men pursue after rejection, I am going to assume the person asking this question is a Gemini because only Gemini are dualistic (or two-faced) enough to act as if they like you, when actually they don't.
So Let's get started:
Scorpio's don't like to chase. Scorpios prefer to be chased, but that doesn't mean they WON'T pursue. You just have to be unique enough to them. Every once in a while, a Scorpio will meet their first beautiful Gemini and (at least to Scorpio), it will seem like instantaneous sparks are flying around them. This elegant, seemingly naive soul seduces Scorpio with their charm, curiosity, and wit, in turn, Scorpio impresses them with their wisdom and insightful views on life and the world. If you ever want to get close to a Scorpio, ask them for advice. Gemini loves to ask for advice that they'll never use, which makes me wonder…
So Why do Scorpio men continue to pursue you if you tell him you're not interested? Well, it depends, are you trying to be friends with them still? Are you using them as a "boy toy" to get what you want out of them while leading him on in return? Are you giving off mixed signals because you're an attention whore of some kind? With Scorpio, there is no gray area. Scorpio wants you, or they don't. When a Scorpio chooses to "chase," they do so knowing that they are putting their heart on the line to potentially be hurt by someone like you who rejects their love but accepts their attention.
Hopefully, this answer has given you much to ponder, and I hope it has been insightful.
This response was given using only Sun signs. No outside planetary influences or Natal Chart aspects were taken into account. To get a more precise answer on why a particular Scorpio can't take a hint, it would be best to refer to their Natal chart…but I doubt you want to do that since you're not interested.
Please note that I only assumed the asker was a Gemini, as an example, since they made such a rude assumption on Scorpio.