They give black pearls when killed! Swim down on a dolphin, grapple one of these suckers, and bring em back to shore to kill with a waiting dino. Also, as of Aberration launch, might be possible to tame using a fish basket??
Be very careful about these-they do tons of torpor damage, I was down on the bottom of the ocean (on the island) and I saw a pack of these sea scorpions. I decided to dismount off of my mosa and kill them with my pick, as that would get more black pearls. When I got close to them one of them-a level ten hit me and knocked me out in one shot. I was level 88, wearing journeyman flak and apprentice riot. And they knocked me out in one hit. The moral of the story is that these things are very dangerous.