Page 16 of the Europe rulebook (under Phase 2: Combat Move):
“Scrambling is a special movement that the defender can make at the end of this phase.”
[Which I take to mean only during Phase 2]
Also page 16:
“Surviving scrambled air units land during that turn’s Noncombat Move phase, before the attacker makes any movements.”
[Therefore even if scramblers still exist above the SZ, they retreat before UK makes their Non-Combat movements]