Anything with rolling wheels will have some tendency to continue straight once the wheels are spinning, but they don't help to stabilize in corners. On small wheels, the effect is very small in any case, especially since the scooter and its batteries are relatively quite heavy.
The gyroscopic effect of wheels has a minimal impact on the tendency of things like bicycles to remain balanced; the majority of the effect comes from the rake of the front wheel (i.e. that the point where it touches the ground is ahead of the pivot point of the front post).
That gyroscopic effect of the wheel works well when the whole device is wheel (think hoop rolling), but when you start adding weight that's not spinning (like someone riding a scooter), the effect falls off.
It would be cool to have self-balancing rollerblades.