It isn't my impression that millennials are leaving Evangelical churches because of scandals. Poll indicate rather than millennials fundamentally disagree on big issues, like Evangelical Christianity's opposition to LGBTQ people and equality, and with Evangelical Christianity's sexism.
Scandal comes in further down the list.
There are certainly many Christian churches that are not homophobic, transphobic, and sexist. But almost no Evangelical Christian churches fit that bill. Many evangelicals who leave because of those issues feel like fish out of water in mainline Protestant congregations, where worship typically takes on a very different style and flavor.