I can appreciate what he is saying but he should be enjoying the moment.
He is right, we have to improve… a lot.
Why should he? Even if he was just a fan - there is no "correct" way to be a fan. I know that many fans prefer to just purely enjoy the win/comeback and not think about fundamental problems of the team in this moment of joy. It is completely fine and I can understand that, nothing wrong with it. But for some of them (and I include myself here), the joy of a comeback us dampened if a team is not in a fundamentally good state. I just cannot enjoy it the way I enjoyed comebacks under Fergie, where I knew that we are in a good place, win most of matches comfortably and by making a comeback avoid a "one of those days", and there will be good things in front of us. At the moment unfortunately despite the comeback I expect lots of disappointments ahead for us United fans, largely due to manager being not good enough. Scholes as a fan is also in the same category I guess. And I think it there is nothing wrong with that either.
Moreover, since Scholes is not only fan, but also a pundit - "enjoying the moment" does not bring much informational/analytical value to the viewers
His job is not to make Manchester United fans feel better, so if he thinks that concerns need to be brought up - he has full right to do so.