Yep, the bias is that all of the scouts came from households that decided to enroll their kid/s in the scouts. This is not a joke, and there is a difference in value systems and other factors that cut across cliché dimensions like socio-economic status.
As a former scout leader, I think there is also another effect at play. In my experience parents often send children to scouts when they don't fit into more mainstream team sports and when children are struggling to make friends elsewhere.
These children are often particularly socially awkward. I'm not an expert but I think that this group of children may be more predisposed to mental illness.
Yes, this seems likely. Even putting aside fine-grained value differences, a friend of mine put it this way: "Kids of parents who don't care enough go to summer camp, kids of parents who care too much go to scouts." (Referring, mostly, to the average expected levels of parental involvement.)