In Scrypt algorithm design, has loops which uses a lot of memory. These loops should be done sequentially, therefore cannot be parallelelized.
In opposite, SHA256 parts can be runned parallel accross multiple core and uses a lot less memory.
In this regard, if someone wants to break Scrypt algorithm, he needs a lot more effort & resource. Altough SHA256 is secure enough these days with available computing powers (at least until release of
quantum computers), based on the structure of these two algorithms and memory usage, i think Scrypt coins is a bit more secure than SHA256 coins.