As Horowitz's disc of Scarlatti sonatas is one of my favorites, I'm curious to know why you don't care for his approach.
Maybe his personality and technique didn't really suit this music. There's a dragging feeling in it for me. I feel Scarlatti's music is always very forward oriented and his playing feels the opposite. Like he's enjoying the beautiful tone of his notes a bit too much to let go

When it comes to pianists in general my objections are romantic influences, too heavy touch, too many liberties with rhythm, too little attention to the left hand. IMO the wonderful changes of atmosphere in his music should come out without effects that are more suitable to later music.
Of course it is also true that many of the pianists of the early 20th century did not have access to all the research we now have about the original scores and performance practices of the Baroque era. And probably the Russian teaching never focused much on Baroque music? So they play the music as they hear it, filtered through their background.
From his music I get the idea that Scarlatti was a rather pragmatic, live in the moment and move on type of a personality and this is reflected in his music. He wrote music that curiously just looks into what happens next instead of engaging in "deep" emotionality or philosophical/religious ponderings. That is why it appeals to me so much. Life is short and who cares really?
The Rachmaninoff recording was K9 BTW.
I will look into Milkina, thanks.