While the low cost scopes can be useful but you have to know their limitations. Don't feel too bad as a full blown professional scope will have the same issue but at a much much smaller pulse width.
What is happening is the scope takes samples every xxxx seconds. Likely there is a fixed number of samples for the full screen. Then you set a time base with a lone time/division, some pulses occur in-between samples so they are not seen.
Without knowing how you are reading the signal on your Arduino it cannot be determined if the Arduino is experiencing the same issue.
You should also look in your scope manual and see how many samples / screen. You should be able to see how a pulse or pulses can be completely missed.