I seem to have a pretty good ear, but I couldn't by any stretch of the imagination recognize "any scale". I've been working on modes a lot lately, but also in the video, Satriani used Lydian as an example. Once you're familiar with how that mode sounds, its pretty easy to recognize. Satriani breaks into a really beautiful Lydian riff/sequence in his song "Cryin". That's what got me interested in that mode. After that (and this is fairly recent) I started learning and playing all the modes, just in one key and one position, just to get a feel for how they sound. I did as he suggested (there's another video of his where he suggests the same thing) and wrote out the sequence of each mode (W W H W W W H etc...) and thought about what each mode meant to me personally.
Thanks again for posting that!