That is one of several uses for scouts. When the opponent has scouts, it's safer to keep your spy behind one of the lakes, since they will occasionally fly across the map just to reveal a piece; you don't want your spy getting "accidentally" killed by a scout either. If the opponent sacrifices all of their scouts early you can move the spy around more easily.

Since killing the opponents Marshall with the spy is such a huge advantage, losing your spy is a big disadvantage.

> When the opponent has scouts, it's safer to keep your spy behind one of the lakes

I don’t know anybody who plays the game that way, but reading the rules (https://www.hasbro.com/common/instruct/Stratego.PDF), that wouldn’t fully help. The rules say

“scouts are the only pieces allowed to both move and attack in the same turn. A scout can move any number of open squares forward, backward or sideways into an attack position. Once in position, it can then attack”

That doesn’t say in any way that that attack has to be in the direction of movement. So, you could move a scout 3 squares forward and then attack leftwards.

Different editions of Stratego have different wordings for scouts. Some rules are silent on moving and attacking in the same turn (implying that scouts can't move & attack in the same turn), some rules specifically state that the scout cannot move and attack in the same turn. Some rules say they can move and attack in a straight line, and some use the wording you quote.

The ISF rule is that the attack must be in-line with the move[1].

1: https://isfstratego.kleier.net/docs/rulreg/isfgamerules.pdf Section 5.3