That's an easy one.

Poor oral hygiene, smoking, clenching, etc., along with
less than routine cleaning appointments lead to moderate
to heavy calculus (tartar) build up on the teeth and
also recession of the bone and gum tissue resulting in
some root surface exposed in the mouth.  Calculus quickly
covers the root surface in this situation as it is
exposed and insulates the tooth from the cold sensations.

Unfortunately, leaving all of this tartar in place accelerates
the periodontal disease and needs to be removed.  Upon removal,
the root surface is clean, but also exposed to the oral
environment.  The nerve in a tooth can tell the brain one thing:
OUCH!  Fluoride gels/varnish and/or toothpaste for sensitive
teeth can lessen the effect.

D

    Actually quite common.  More common if there is a great deal of
calculus.  This is clearly partly because some patients build up enough
calculus to insulate the root surfaces from thermal shock; but the
procedure itself seems to cause mild increase in sensitivity (as does
any operative procedure).  Furthermore, most patients with heavy
calculus have gum recession, so after scaling there is more exposed root
surface, which is often sensitive to thermal changes.
    Usually the increased sensitivity diminishes on its own within a few
days.  If not, desensitizing toothpastes such as Sensodyne, Denquel,
AquaFresh Sensitive etc. work pretty well over a few weeks.  These are
available OTC.

Steve