That is true... I don't think it is a valid layer inside ArcScene. If I create the layer in ArcMap and "Paste" it in ArcScene I get an error message "ArcScene cannot add this layer". If I change the symbology into dot density inside ArcScene it allows it, but it simply doesn't display. The nice thing is, if I copy and paste the layer from inside ArcScene it also shows the same message.