The fireant stings (more properly than bites, because, well, their not bites..) actually cause a very deep, very clean puncture wound under the pustule (formic acid burns). The venom is anti-bacterial, and actually cleans the wound. If you leave it alone, it will heal from the inside and the pustule will dry up and fade away. The interior is sterile, exposed sub-cutaneous flesh.
If you scratch that pustule, however, you basically open a deep would that is ripe for infection. And, since you often get stung while outside doing stuff, your skin is already covered in bacteria, sweat, dirt, whatever. If you get lucky and DON'T infect that wound, it still becomes a deep nasty scab that often scars.
I usually let myself scratch one sting when I get hit by two many, it's a sacrificial wound to save myself from scratching ALL of them...therefore, my ankle is increasingly covered in small red scars
