It seems like the scatter plot should support double.NaN. The reason it doesn't is because NaN makes its way into PointF and Graphics.DrawLine() freaks out if the first or last point is a NaN
Discarding NaN from the list of plotted points would require checking every value to see if it's NaN which is a slight performance hit... but Scatter already isn't highly performant, so maybe it's not much of a loss. This could even be toggled with a flag.