Your Autocad is not up to date. Install the newest update and it works like expected.
2020.1.2 is the current version.
Check your version by using command ABOUT.
Login to your AdeskAccount via Browser, download the 2020.1.2 update for AutoCAD via BrowserDownload method and install the update.
BTW: What you want is good for new Drawing which not based on a template file,
but additional to the program default list, you can also set up a template file with only your wanted scales (also layers blocks and styles)