Bottom line, if you aren’t using DND Priority or Priority, every time the scanner stops to listen, it’s not scanning. This increases the amount of traffic you may be missing. A good way to check how much traffic you may be missing is to lock the scanner down on a particular TG or channel and listen for a while. Then let the scanner resume scanning. If the amount of traffic is now less than when you listened exclusively to that one TG or channel, you are missing some of those transmissions. It’s up to each individual as to how much they allow this to occur. Or, run a second “like” scanner, with both scanners programmed the same… see how much you may miss in this fashion. As mentioned in other replies, the issue becomes more evident when scanning trunked systems, large or small, as the scanner takes longer to peruse these systems before moving on to the next agency. Running many scanners locked down on different systems guaranties you won’t miss anything but it also defeats the intent of a scanning radio. So, it’s a trade-off.
I think a practical way of monitoring ideally, is to run two or three scanners, space and pocketbook permitting, using one to monitor only conventional systems, another to monitor trunking and another to act as a simple single channel receiver, maybe using one of the priority functions like DND (Do Not Disturb).