What is it about the Scherzo that denies it the same amount of musical work and growth as the Ballade?
Nothing other than a personal preference and maybe something to do with form. The scherzo is music of the highest calibur--there's fire, passion, and some beautiful melodies...and there's also repeats. There isn't a ton of material to work on in the b-flat minor scherzo, and even though it needs the utmost care to make it speak, there's still a somewhat limited range of emotions that needs to be conveyed.
The ballade, on the other hand, is much more natural, rhapsodic music. The emotions that come forth in that piece are like those of an entire life, and there is no way to convey those emotions other than to bring that piece with you through your life; the music is alive and it needs to feel your ups and downs and everything in between. Furthermore, no emotion (and no material!) is repeated in exactly the same way. To make each note, each phrase, and each nuance speak is truly a work of incredible artistry. If this piece isn't given years of constant attention and fine-tuning, it can be terribly flat.
Then again, I happen to feel that the Chopin ballades are in a class of music very near that of late Beethoven: learn it young, perform it old. Such music is a powerful mixture of virtuosity and soul. Take care of the virtuosity in your youth, when you're best equipped to do so, but bring the music with you through your life, for only then can you make it meaningful.
EDIT: I think I may have contradicted myself. What I should have said at the outset is that I consider a scherzo a prerequisette to a ballade. I'd encourage students to eventually learn both, but put the scherzo under your belt first. Even if you disagree with me as to which is more musically demanding, everyone will agree that the scherzo's textures are more forgiving to a student right off the FI than the Ballade's.