A while back I read he developed a grudge towards Shang Tsung, Quan Chi and Shou Khan.
I mean, this seemed to totally change his character from the very first game ever made as it was only directed towards Sub-Zero for the longest time.
Even if you do beat Scorpion and you're a target, you can't kill what is already dead, so he'd just come back until he does manage to kill you.
It does seem like he's failed multiple times to kill the main villains though story wise because I used to only hear Liu Kang being the Goku of that series and always winning up until they broke that tradition in Deadly Alliance when Shang Tsung actually managed to kill him.