Hi cutchin,
This is a great question. You must learn scales to understand how lead playing works. If you understand the patterns of a scale, that makes it way easier to learn certain lead guitar parts and solos.
"Bad Moon Rising" does not use a scale during its solo, so there may not be as many applicable use-cases in that song.
If you try and play something, say like "Crossroads" from Cream, then you'll have to know some blues pentatonic licks, etc. And it makes picking up those licks a lot easier since you'll be familiar with the scale pattern.
I hope that makes sense!
-Billy