4...Bg4!? is indeed very interesting -- almost always ...Nf6 is more flexible, but here, white's usual way to counter ...Bg4 in this opening -- h3, g4, and Ne5 -- is not so effective yet as Ne5 is simply not protected, and so if something like 5 h3 Bh5 6 g4 Bg6 7 d4, maybe black can punish white's move order by the aggressive ...Nc6!? maybe (?), going for pressure on d4 ready to be augmented by castling and finishing development. I had never considered that move order.
In my dreams I was hoping quick development via Bc4, 0-0, and Re1 would be good, but looking closer black's structure I imagine is too solid for a small development lead to be so significant, meanwhile without the d4 pawn black's not down in space.
About the Scandinavian in general: I especially like the ...Bg4 deployment because it gives black pressure on d4 and, with queenside castling nearly cleared, a very free game, pretty much forcing white to lash out with h3-g4-Ne5, gaining space and ground but making some definite weakness -- I think black's position is really tough to attack though -- white may have a long lasting small initiative but it really looks like black can handle it, meanwhile, he's always looking to simplify and undermine/pressure d4 which if successful would make the e5 knight look rather silly. I could be wrong -- and theorticians probably disagree as otherwise this would be played more -- but I think black may well be equal, as it's tough for white to make his pressure truly overwhelming against such a solid position, and black can slowly finish his development and nullify white's initiative.
Of course I know it cannot be a bad move, but I could argue it may be pretty good! Compared to 4 d4, white does not lose any time in developing -- continuing to augment a big part of his advantage, and I do not see how this is punished. Both 4...e5 and 4...c5 are extremely premature with opening the center (white could respond d4 right away), so what does white lose by developing very quickly with, for example, Bc4 and 0-0, while not commiting his d pawn (it will probably go to d4, but it is still good to have the option)? It seems like this would increase the chances of putting early pressure on black to hopefully make life more difficult for him. Of course it could easily transpose back into d4 lines, but this move order seems better. It is not like white ever loses the option of playing d4.