Basically, scaling multiplies the native resolution of the Ps2 game itself.

Now your PC monitor has a max resolution of some sort, 1280x720 or 1920x1080 etc etc

This is the maximum number of pixels your monitor can output so even at 6x scaling(which is like 5***x3*** or something very very high) your monitor is still only outputting it's max res of 1080p or whatever it is.

Putting the resolution up even further actually sort of has an Anti-Aliasing effect so one or the other really.

As far as I know putting the resolution up more puts more strain on Video Memory usage and using AA will put more strain on CPU/GPU clock etc.

Maybe somebody else can give a better description.

if you choosing a internal resolution above your monitors output you don't need additional AA. the graphics card output scaler samples the larger picture so it does AA effect automaticly. it's basicly how msaa does.

for everything below you screen output resolution you can switch it on if you need/want it.

for that blur issue you might wanna ask a pcsx2 coder how scaling the native resolution affects backbuffer copy blur effects. it might be something they have to check.

If you want to use AA and high scaling. Use FXAA (should be page up key I think)
FXAA and downsampling work pretty well together.