I'm finding that the scatterplot autoscaling fails when plotting small values, e.g. <0.001.

The autoscale axis range will never go below -0.008 to 0.008 for me, regardless of how small the range of the data being plotted.

plt.figure()
x = np.array([0,1,2,3])
x = np.array([2,4,5,9])
plt.scatter(x,y)

Data in a normal range produces

plt.figure()
x = np.array([0,1,2,3])
x = np.array([2,4,5,9])
plt.scatter(x/10000,y/10000)

While scaling it down produces