Having at least one scenario, typically called the primary scenario, is a common and very sensible modelling convention/recipe, but it's not part of the SysMLv1.7 or UML specs, which don't mention this as part of the metamodels; a scenario is just a useful concept. Try searching the SysML and UML specs for 'scenario' and 'primary'!
That said, a UseCase without at least one (primary) scenario is not much use. There are various ways of relating such a primary scenario to/from a UseCase, but you won't find a 'scenario' field in the spec box in the MagicDraw/Cameo SysML tools.
A scenario is typically also described by text, which can be carried in various places in the model, such as on the element documentation for the element that is used for the scenario modelling.
The SysMLv1 spec HSUV sample just shows Refine relationships for drill-downs, such as Sequence Diagrams for Interactions. A SysML Activity with swimlanes works well with SysML Allocations, but it is not suitable for indicating timings. Pros and cons. Your best choice depends on the system, your domain, and the stakeholder audience also.
BTW: A SysMLv1 Refine can be used for many other purposes - not use for refinement of UseCases - and a UseCase may even Refine a Requirement (often as an alternative to Trace).