As a Scorp myself - I've always found that Scorp women and I tend to get each other almost right away. It's the strangest thing - but it's like we understand the depth of each other, and are willing to cut through the small talk and talk about meaningful things. With Scorpio men though - it's a whole different ballpark. I've only met one Scorpio guy who I could say I truly had respect and love for...he reciprocated the respect, but not the love (and it cut pretty deep). I'm usually very cautious around them, but don't meet a whole lot of them.
I can honestly say...the reason Scorpios can give good advice...or can be there for you when you're feeling your worst...is BECAUSE we've experienced worse. We know what it's like to be in similar situations and not have anyone there to guide us through it or be there for us.
I can't speak for all Scorpios, but the vast majority I know are strong because of all of the things they have endured on their own, but take what they've learned and want to help others, not hurt them.