This works best if both the parent object and the XRef scene have their pivot points positioned near the scene's origin (0,0,0).
If the XRef scene was created a large distance from the origin, you can run into a problem. As you scale the parent object, the XRef scene will move away from the center. To counteract this problem, you can create a second parent object centered over the XRef scene. Then select and link the original parent object to the centered parent object. You can then scale the centered parent object and the XRef will not move toward or away from the origin and use the original parent object to move the externally referenced scene.
An alternative method for scale problems is to use the Rescale World Units Utility on the original file.