Yeah, I agree; there must be bussing going on big time.
I really think the idea that there’s no cohesive scum group, but rather a batch of individuals working loosely together but with their own hope of ultimate power, is the right one. We’re probably dealing with people who specifically chose their own path of evil, jockeying for power for whoever controls the big bad demon. I like this theory for three reasons:
a) It feels like the only explanation that makes sense considering we’ve seen several neutrals and a few Evils but no one specifically labelled “Scum.” I know it’s possible for Scum teams to have a “perfect” record, not a single person lynched, but it’s rare from all I’ve seen.
b) It seems the sort of wacked-out set-up that pizza would create
c) It creates a rather neat theme/story, which is a really nice change from most of the Mafia games I’ve read / participated in. People aren’t inherently “scum,” but through their own choices they’ve turned evil. Power corrupts, absolutely power corrupts absolutely. Very common fantasy theme. (Actually, in most fiction.)

