why did my iphone beep and say scanning device

Sounds like a game you were playing was promoting an ad for antivirus software and part of the ad campaign was to add to your music player a beep sound and titled it Scanning Your Device. This could have been an effort to make you think that you have a problem or was just the name of the sound file they used. Any app can add a file to play on your system music player that you will see on your phone including the Lock Screen.