scoring argument in scikit-learn LassoCV, LassoLarsCV, ElasticNetCV
RidgeCV implements CV by GridSearchCV, which supports custom scorer.

However, LassoCV and ElasticNetCV implement CV by LinearModelCV, with MSE as scoring hard-coded. LassoLarsCV impletments CV by LarsCV, with MSE as scoring hard-coded too.

If you want to use other scorers, maybe you can use GridSearchCV directly.

References

https://github.com/scikit-learn/scikit-learn/blob/14031f6/sklearn/linear_model/ridge.py#L1092

https://github.com/scikit-learn/scikit-learn/blob/14031f6/sklearn/linear_model/coordinate_descent.py#L1181

https://github.com/scikit-learn/scikit-learn/blob/14031f6/sklearn/linear_model/least_angle.py#L1143