I used 3/4" x 6" x 16' boards for my deck, but I have used the sheet stuff on the job. It's expensive but doesn't ever need paint. I have not tried to cut it on the scroll saw, but I know it is soft and I can believe it would melt as you go. Did you try the spirals to get more kerf?
You might get jiggy with it and try putting a piece in the freezer before you cut it. It would be more brittle and might clear chips better, and the cold material will absorb some of the heat from cutting so it does not weld back together as easily. Just a guess, but maybe worth trying.