1) It may stress the scorpions when they hatch, so I'd say "sort of." Also, the eggs will only hatch if the substrate is damp, so it's not an issue in desert enclosures. You can circumvent this by either damaging the female cricket's ovipositor or by only feeding males (or tong-feeding when you do offer females).
2) Sure, I've known a few entomologists who dabbled in scorpion study. An entomology degree will probably allow you to study scorpions; not many places offer degrees specifically for arachnid study as far as I'm aware.
3) Some people do, but most people tend to breed roaches because they're easier and stink less (some of us develop allergies, however, and must give up roaches as a staple). The two key things are to offer LOTS of hiding places (as crickets readily cannibalize each other during molts) and to keep damp substrate available for oviposition. Some breeders will keep a petri dish of damp sand (just make sure it doesn't dry out) in the adult crickets' enclosure and switch it out every couple of weeks, placing the dish with eggs in it in an empty habitat. That way each habitat has crickets of a specific size, so you don't have to hunt around for pinheads in an enclosure full of adults.
