Comment to http://dienekes.blogspot.fi/2014/03/dark-pigmentation-of-eneolithic-and.html:

Later steppe groups tended to be heterogenous to differing degrees, so I don't think that we should assume that Scythians were necessarily much different. Culture and political organization might well have been more important than shared genealogical background - which could always be invented, as is common with nomads and semi-nomads when the need arises to form larger groups and connections between groups.

When it comes to Greek claims, we have to remember that they were basically using stereotypes to separate different people (in the manner of Berbers have red hair and blue eyes) and would have taken the more extreme examples as the basis of that stereotype. So, we can assume that there would have been pretty light-skinned - to the eyes of the Greeks - Scythians, but we should not hastily assume that light-skin was  the norm. It would have just been more common than Greeks would have been used to.