Yes, ever since we got scales I wished for what you describe. Playing within a scale is not half as interesting as changing chords while playing.
Luckily, in the 3.1 beta, we can now send program change events that lets us change the scale and key of an instrument.on the fly:
https://forum.renoise.com/t/3-1-beta-tricks/44551
You could either add a Instr midi device, or enter the program changes directly into the pattern using the special midi command syntax
http://tutorials.renoise.com/wiki/Effect_Commands#MIDI_Commands
Edit: just a quick addition, in case you are not aware of it: having a scale set does not prevent you from entering a(my) notes, the scale is applied while playing/recording.
But - if you add a phrase to an instrument, it will become possible to change the scale after recording, as the phrase will always interpret, restrict notes to the currently set scale.
This is really quite flexible, especially as we can now change keys and scales on the fly.