Scattering may be improved by adjusting the Ray Depth Limit in the Attribute Editor for the LightShape node. Try a Ray Depth Limit value of 2. For more information, see Shadow attributes, in the Lighting guide.
Limitations
Currently, scattering is not supported for instances or shading groups.
Scattering is not supported across non-continuous surfaces, like adjacent NURBS surfaces. Each surface can have scattering,
but they are considered distinct.