No. It is not the question of choice but depends on the algorithm they use to open counter orders with a higher tier broker. Usually, in a fast moving market, the data which the client receives in his terminal would lag a bit. To avoid a client from taking advantage of the same, most brokers do not allow scalping. The only alternative for a broker is to use an algorithm that manages risk in an extremely efficient manner. For every few minutes the algorithm should assess the overall situation and hedge against a higher tier broker, if necessary. This is not possible for all brokers and so scalping is not allowed.
That is some fine explanation. I get more attracted to a broker that will allow me scalp than the opposite. I like brokers that offer me more trading options so I can operate my account to any that suites me at that moment.