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.
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.