I'm just as guilty about not scraping paint but the CA seems to bond just fine.
However, CA glue doesn't work well with Tamiya Sprays or Krylon Sprays, it seems to disolve the paint when the parts are first stuck together. It will eventually dry and it will hold just as well but it takes it a few minutes to set instead of a few seconds.
Eric
http://www.xpphotoalbum.com/showgallery.php?cat=3705&si=&page=1&sort=0&perpage=15&password=&ppuser=1108&stype=0