The chess master scorpion is one of the things in Fallout 2 that I never considered as "crazy wacky"...
One of the challenges is an eye test. The Scorpion has spectacles and multi-tool pliers in its inventory; items that the PC can steal, and actually use.
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My yardstick for Fallout's encounters is that the game is generally harsh and grounded within the settlements, while all bets are off within the deep —deep wastelands. These isolated encounters are one-shot moments that cannot be returned to, cannot [in theory] be independently verified (unlike The Brain's cult in GECKO), and could even be (total or partial) hallucination on the part of the PC (as a dehydrated, drugged out wanderer in the wastes).
(Yeah... where DID that velvet Elvis painting, and zapper gun come from? The gun doesn't hallucinate killing enemies...it's real enough~sort of).
The crashed UFO could be real, could be a (long abandoned) movie set location, could be a forgotten military hoax; something Vault-Tec did to scare the populous... Any number of reasons—anything at all. But Anna's Ghost in the Den is proof of the occult, and is adjacent to the Brotherhood bunker, the museum, and local kids; all of whom would have discovered it.
The Dead Whale on the other hand (super specific pop-culture reference that it is) works out in the deep wastes... it would not work in the middle of Vault City or the Den.... though...perhaps—maybe it could work deadpan on the Shi-Town docks map; who's to say if it is as it appears, or was it setup that way as a joke, after the whale washed up dead, or was eaten. (?)
The context matters, and IMO there are several good enough encounters that are just in the wrong place—for their degree of surrealness.