Over the years, I've found that even adding an antifungal powder to the dust bath can cause eye irritations in chins who are prone to it (Max is occasionally knicknamed "Blinky the Wonderchin" for a good reason). I would think that scent would cause even more problems.
However, about 6 years ago, I took some of my chin dust and put it in a glass for a cheap incense burner. I burned a bunch of sandlewood incense in it and considered adding it back into the bath, but then I move and pitched it out.
Overall, I say scented dust bath is neither needed or a good idea.