I think I'm missing something. Step one is getting you to use a compromised server. Which either means the server your home directory is on is compromised (I’m assuming you have a login on the box, separate from your local home dir), in which case scp is the least of your worries, or they get you to bounce through a MITM server, in which case you have to accept an incorrect host key. If you're accepting incorrect hos…
Many of us have jobs in which we typically only use SSH to connect to servers that we trust and control. But that assumption is no more baked into the security model of SSH than it is into the security model of HTTPS. The argument that "you trusted this server enough to connect to it and download a file, therefore you clearly should trust it enough to permit it to execute arbitrary executables on your machine" is false in both cases.