When a wandering scammer is nametagged, it still despawns after two in-game days, like normal. This is inconsistent with almost all other mobs, like the endermite, which normally dies after two minutes, but with a nametag it will never die unless killed. Also, a wandering scammer's llama is tamed, it does not despawn, meaning that you can have a tamed scammer llama without the wandering scammer.
Duplicate of MC-143982, this is working as intended.