I've moved this to our Scala forum since it isn't about the OCAJP exam.
It's good to learn multiple things. That said, if you are programming in Java, you are going to use lambdas and other functional constructs. You aren't going to call Scala code from within a method every time you want to do something functional. Which makes this question equivalent to "should I learn try with resources". Yes. It is part of the language. Having more tools in the language makes you a more productive builder!