Should you play a Bunker Scar if you aren't likely to win the first game?
It depends

If by playing your Bunker scar, the Bunker will be located in a nice defensive position or choke point (i.e. Central America, Brazil, Southeast Asia), you open up the possibility that the winner of the first game might place a Major City reward on top of your Bunker. This will give them a pretty major advantage in the early games, because unless someone places their HQ first (and adjacent) to the Major City that player will get to start there and their HQ will get the +1 defensive bonus. Additionally, if the opponent doesn't start there, you or another player will have to sacrifice troops to move into (or to the other side of) the city.

If the Bunker will be located on a less high value territory (Middle of Asia, Europe, or North America), then it wouldn't be as helpful to an opponent who wins before you. It will make those continents more valuable (which is probably a good thing).

Does this answer change with different numbers of players or scars that have been played?

The only difference between the number of players, and the scars that have already been played is whether you will get a new scar next game. There are 6 starting scars, so if by playing the Bunker you will make it so that there will not be enough scars to pass out the next game, you might want to hold off on using it. This is especially true if the majority of scars played so far have been Ammo Shortages. You will have a a better chance to win next turn, and if their are more Bunkers than Ammo Shortage scars, you have a higher probability of getting a Bunker and being able to place it in a good location if you expect to win for your own Major City.