https://en.m.wikipedia.org/wiki/Eurypterid?wprov=sfla1
Considering that these creatures existed at some point, it is not infeasible to suggest that scorpions and crustaceans such as lobsters did not share a not-too-distant link in the past.
However, a lobster is fundamentally very different to a scorpion, and have little in common with them besides being arthropods. Though they may superficially appear similar, even their supposedly similar-looking anatomy is in fact different both in design and purpose. A lobster's pincers, legs, eyes, and sensory organs are all different from a scorpion's; they don't even eat, breathe or attack similarly. That said, a lobster is less of a mermaid to a scorpion than a Manatee is to a human, since they are not even members of the same class, if we assume that in your context a mermaid is defined as an aquatic or piscine hybrid of otherwise similar anatomical class as that of the subject.
As an added note, it might also be argued that scorpions lack the cerebral functions necessary to have a theory of mind, and as such cannot think to attribute personality in another life form, much less ponder on what would be a mermaid to them, or indeed figure out any association another might have to itself in any non-linear manner, outside the associations of food, mates and danger. Indeed, it is debated that even most higher forms of life lack the ability to possess a theory of mind; that being the sole demesne of higher primates, elephants and possibly cetaceans.
Also, while this is a scientific discussion, and it certainly has led to questions about the theory of mind (which I am open to discuss, by the way, if anyone would like to pick up on that tangent), I would request contributors to present more specific information to substantiate their hypothesis in general, and to abide by the guidelines of general logic in framing their suppositions.