Might be a bug, but when using a scroll of Burning Hands and faililng, the visual effects still take place, but no damage is done. I don't know if this applies to other kind of scrolls.
Use magic device
That means you got it half right. You must have misread a word in the scroll somewhere.
UMD behaves a little erratically when using the last charge of items (or when using single use items such as scrolls). This is a known issue.
This remains a known issue.
Remains a known issue.