Edit: Please stop assuming I'm a dumbass who doesn't know what scales look like. We have established that YES, SCALES ARE PRESENT, I AM NOT MISTAKING SKIN FOR SCALES BECAUSE I HAVE EYES. They are on the fillets, and if you haven't noticed them, then feel free to not participate in this post.
What you're describing as scales are not, in fact, the scales. It's just the skin of the fish
The scales are removed before the fish is butchered. And yes you can eat it, it's not uncommon.
Yeah the stuff on the knife is scales, but the silver on the fish is just the skin. The scales are attached to that.
I'd be really surprised if you're finding any fish in big supermarkets that still have scales, even on a whole fish but particularly on a fillet.
You will typically find skin on or skin off fillets, and depending on the fish recipes might instruct to cook them skin side down so you can have a nice crispy texture alongside the softer flesh.
I've never taken them off, grill / pan fry skin side down, flip, remove skin and discard. Flip back over to finish with butter and rosemary. Down the hatch