Okay a usual lurker/reader will jump in here as I love scabiosa and seem to have planted several over the last couple of years. They are described as a short lived perennial (especially in the south), but do reseed fairly easily. I received a couple in swaps and have planted some from seed in the last two years, both pink and blue. I also bought a white one last year and am hoping that the seeds that I have for a crimson one, will grow this year.
Do you see any seedlings coming up around your plant?
hopefully it will perk up and flower for you so you can save some seeds.

I am a big deadheader so probably not much seed fell.

I don't see any seedlings coming up either. Usually a lot of the foliage survives the winter and perks back up in spring. This year, most of the surface foliage was brown after winter.

Maybe I will try something else this year.

I find that they do much better if divided every couple of years. Mine just started to show some green and we had a mild winter. Usually they emerge a bit later. So you might want to wait a bit longer to see if anything comes.

Another option is to dig them up, see if the roots are OK, and divide now to replant.

I quit buying them, because they always died over the winter. More of an annual for me.

I would suggest it might be important in this discussion to identify which Scabiosa we are referring to.

In my experience, the popular S. columbaria 'Butterfly Blue' and 'Pink Mist' are indeed very short-lived. These are also sterile plants so won't self-seed.

The older S. caucasica is somewhat longer-lived, and will self-sow.