I received documentation from UKG stating that they do support SCIM.
The document is called "Azure Active Directory Integration Client Questionnaire Turnkey Integration Platform Guide". I'd recommend reaching out to your Account Manager and asking for this.
I have not implemented SCIM between UKG and our organization, but I intend on doing this once we are ready to exit our hybrid (on-prem Exchange + Azure AD Connect) environment.
Best of luck.