Example: If you were to play an A minor arpeggiated lick over a C major chord, it's going to sound contrasting. A more consonant sound would be to use a C major arpeggiated lick instead.
Music is the art of sound, not what scales have the same notes in them. Each scale has it's own quality, and each mode is used to bring about a different quality to what the key might be.
"My whole life is a dark room...ONE BIG DARK ROOM" - a.f.i.