The WiFi scan sample is currently broken is several ways when the OTP isn't programmed:
https://github.com/nrfconnect/sdk-nrf/blob/ea31b211be92f0f837cec1a70be665ec6ff712c3/samples/wifi/scan/src/main.c#L297
* net_if_down() fails with -EAGAIN because it fails to come up in the first place without a MAC address
* NET_REQUEST_ETHERNET_SET_MAC_ADDRESS fails because it is trying to pass the MAC address as a string, instead of a struct ethernet_config