You misunderstand me, if you all your instruments were in a C minor scale (C D Eb F G A Bb) and then you start playing a VIOLIN over the top in A Major then it will sound awful.... THAT IS WHY MAJORITY OF ELECTRONIC MUSIC PRODUCERS STICK TO THE SAME KEY
Where do I start....
1. Of course you would not play a C DORIAN minor against the key of A major, Captain Obvious. C DORIAN minor (C D Eb F G A Bb) is the second mode of Bb Major---not the relative minor of A major. In fact, the "scale" of A major has no flats in it. If you knew what you were talking about, you.....wouldn't have pulled that example out of your ass. Bb major and A major don't even have the same key signature, so WTF, man? Any more stunning revelations, chief? You're gonna tell me that birds can fly, next?
2. Just because most/many electronic producers "stick to the same key" (usually for a lack of knowledge of the fact that you don't have to, lol) doesn't mean the OP should accept that. Any note of the chromatic scale can work over any key center if handled correctly. I'd rather people find the notes in their head (playing by ear), scale be damned, and be happy with the results than to tell them they need to "stick to a scale" because..."everyone else does".
3. Your initial comment saying that blues sucks because "they keep changing scales" says more about your level of knowledge of the genre and overall lack of understanding of music.
I hate the blues, but my reasoning has nothing to do with a lack of ability to handle simple key changes (which is DEAD EASY in blues. Blues is the easiest genre to solo over and when key changes do happen, they're so obvious that you don't even have to know theory to sound good over it). It's like saying, "I hate football because you have to run and stuff."