True. Depending on the scene it is possible to cheat a bit. If you create a new object and copy all your other objects into it, essentially constructing the full scene in object mode, you can scale all your objects and get them right. Then you can copy the scaled objects back to their original locations and reconstruct the scene in Scene mode. I have used this tactic before when constructing complex machinery that must eventually fit well together, but must be separate elements in Scene mode for animation.
An alternative method is to create a reference object that can be used to scale all others, for example a simple stylised human figure or a simple box representing a room, or whatever. Temporarily copying this reference object into each Object makes scaling easier by using direct comparison rather than trial and error.