Yes, indeed. This is the basic problem:
one would have to invest so much time in working out a suitable fingering just for "ear training".
It seems particularly pointless once one realises that the piano has no need for “intonation”, since all the notes are already there. Practising scales for “ear training” is far more crucial in instruments like the violin for instance, where the intonation of the notes (the place where you finger the strings) is determined by ear.
Nevertheless, scales are very useful (as you said) in piano in spite of that, not so much for individual notes, but for harmonic relationships. So to answer your question:
So then, what is the best way to develop an ear for keys and their relationships? I guess, one will have to play scales after all
1. The alternative fingering I suggested is arguably the most natural and the one that will be learned the fastest, since once you learn it for one scales, all others follow painlessly as I said in reply # 5
It will also have your LH fourth finger on a different white key for each scale you play. This will confuse your brain further. The fingering I suggested has the advantage of always having the fourth finger on a black note so the automatization of fingering will be far quicker and with much less confusion for the brain and motor centres. And reply #6
A good way to automatically have the 3rd and 4th finger on a black key is to practise all scales and modes using a fingering that will do that for both hands. It will be much less confusing than always starting with fifth finger because if you do that any finger can land on a black note, and the fourth finger will always land on a different white key.and reply #10:
when you use this alternative fingering, you do not need to memorise one fingering for each scale; they will be more or less the same. But most importantly, the memory you want to develop is not a mental one (like remembering a phone number) but a physical one, in this case the 4th finger always go on a black note.So, if you are going to invest any time on a fingering for scales, this is the most efficient learning wise (at least so far, maybe someone will come up with a better one).
2. Having established above that one needs to practise scales, and having minimised the work by using the alternative fingering, the next question is how to go about it?
Because I do not believe in practising scales for their own intrinsic value, I discourage my students from having practice routines of the kind: “everyday practise all 24 scales in parallel and contrary movement for 45 minutes”. Not only I do not see the point of it, as I do not see why one should restrict oneself to major and minor (usually harmonic scales). If you are going to practise scales in a vacuum, why not spend the whole day and do 3000 of them (by going through Slominsky’s “Treasure of scales and melodic patterns”)?
Instead, what I encourage my students to do is to work on the scales (=keys) that are present in the pieces they are currently learning, as part of their practice of the piece. Immediately the focus of the scale practice changes completely. Sure you will be working on fingering and dexterity, but now this is a means, not and end. The end is to familiarise oneself with the scale so as to identify it when playing the piece. This also forces the student to figure out the scales (that is, the several keys and modulations) present in the piece. So from the very start scales become the means by which musical meaning can be inferred from the analysis of the piece – which is as it should be.
Even a simple beginner’s piece like, for instance, Burgmuller’s Arabesque (grade1) wanders through three different keys: A major, A minor and C major. So, one should start the practice of this piece by working on these three scales.
If one’s repertory is varied enough, going through the 24 scales (and others) in a day simply by going through one’s pieces is no problem at all.
And there are even better news. Although it takes time to learn the first scale (1 – 2 weeks 15 /20 minutes per day is reasonable), the second scale is learned in a fraction of the time (due to the standardised fingering). Once learned, the actual scale “practise should not take more than a couple of minutes, and after a couple of months doing it one
should not need to do it ever again. Exactly like riding on a bicycle,
once properly learned, it is never forgotten.

3. Finally, my favourite way of practising scales (and their fingering) is not by playing them up and down the keyboard, which can easily become a mechanical, mind numbing exercise – although at the very beginning one may have to do it for a while.
As far as I am concerned the best way to go about scales – in fact as soon as you got the barest idea of fingering and notes – is to do 5 minutes of scales based improvisation on it. I have described it here:
https://pianoforum.net/smf/index.php/topic,3499.msg31548.html#msg31548(using scales as the basis for free improvisation)
Some of the staggering benefits of this practise:
a. It shows you immediately that the more conversant you are with the scale (both physically and intellectually) the more satisfying will be your improvisation, so right there you have a very powerful motivating factor for working on scales.
b. It unveils the way (tonal) music is structured, becoming a perfect learning tool in regards to music theory (in particular in regards to the law of melody, the law of motion and rest and the law of the bass).
c. It is a very pleasing activity to just sit and freely improvise – in fact the problem here is to stop after 5 minutes! Look at Ted and what happened to him!

d. It gives a very good idea of one of the main processes composers used through the ages to come up with pieces.
e. If done in an structured way (as suggested in the link above), it will do more for ear training than any other activity.
4. So to summarise:
a. select the piece you are going to learn/practise and figure out the scale(s) it is based on.
b. work on these scales (hands separate only) for a couple of minutes.
c. Do free improvisation on the scale (s) for no more than 5 minutes.
d. Work on the piece with full awareness of the scale relationships.
e. Although this demands some conscious effort in the beginning, if you do it consistently for every piece, after 4 - 5 pieces it becomes second nature.
I hope this helps.
Best wishes,
Bernhard.