Also, the scabbard also lets you prod/jab with it without necessarily skewering whatever you’re jabbing, in addition to just… not having to worry about the blade if they’re (say) trying to break up an altercation without escalating further. Could they do so with their PK? Perhaps. Is it simpler/more straightforward to do so with a handy blunt object? Probably, for most sophs at least.
Could potentially also have other roles, as well.
Also, to add to what Morgrim said, especially not when being used on the sorts of miscreants that would most likely be causing issues.