while scott says he's never been through a relay, it could just mean there was never a reason to deploy him anywhere. however, i don't recall him saying that he'd never been through one (but, i could also be mistaken), just that he always wondered what was beyond it... not really the same thing, though it could allude to the same thing i suppose.
as to him never mentioning it, could just be an oversight by the writers. wouldn't surprise me one bit.
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and by oversight by writers, i mean that it's possible that... say, the writers either forgot that being stationed at a relay would mean scott was rapid deployment, or just didn't think to mention it.