iPhone beeps and displays “scanning your device”

It’s a scam, or maybe some dreck from the game itself.

It’s not scanning your device, it’s playing some audio named “Scanning your device”.

Ignore it.

That is the standard audio player for your phone that any app can use to play audio. For some reason the app that you were using is displaying this audio with a title called "Scanning your device". I suspect it is related to an Ad that they were paid to display that also included this to further convince you there is a problem with your phone so you will believe whatever the ad was marketing.

Smells like a scam. Just one delivered via an audio message rather than in the usual visual way.

FTC - How To Spot, Avoid, and Report Tech Support Scams