...are [there] times when we should ask the kid not to make an eye contact?
No, I can't think of any situation where we should ask or insist that a child not make eye contact.
Eye gaze is an important part of social interaction. If you want to know what your child is thinking and feeling, eye gaze will partially inform you of that. If you don't want to know or don't care what your child is thinking/feeling, making a child avert their eyes is a good way of communicating that. Though it varies in different societies, eye gaze is always an important communication tool. There are even studies showing eye gaze alone to be the best way to communicate in particular circumstances, e.g. in joint tasks.
In the situation you describe:
...parents always complain that their child doesn't look at them while being scolded.
If that's so, then the parents are not good at reading the emotional cues of their children.
Understanding, attention, inquiring and other things (respect? This depends on culture.) are often communicated by direct gaze. Parents may want the child to communicate that they are being attentive to what the parent is saying by looking directly at them.
However, shame/embarrassment and guilt are often expressed by averting gaze (have you ever thought of something embarrassing that you did and found yourself loosely covering your eyes with your hand?) If a child is being scolded, the normal (and most comfortable) reaction is to look down. If the child doesn't understand or agree that it was wrong, direct gaze may be an attempt to understand or a signal that they want to make an inquiry. Sometimes, a direct gaze is a sign of defiance.
No matter what the reason, I can't think of a situation where I don't want to know what my child is thinking/feeling, even when they are attempting to defy me or hurt my feelings.
I'm a physician. One of my best friends in the ER, a very experienced ER nurse, came in with cough, mild fever, and chest pain, insisting it was pneumonia. I felt we needed to rule out a myocardial infarction. The only tests she would allow me to do did not rule out a heart attack, but she was quite clear that she would not allow an EKG or cardiac enzymes. Two days later she presented in congestive heart failure from the massive MI she wouldn't let me test her for. I cried about it intermittently for weeks. My eldest was a sponge and accustomed to medical talk. One time months later I was rebuking him for something he felt defensive about.
The following is an example of the eye gaze pattern of defiance and shame: When I finished rebuking him, he looked directly at me and said, "It's not like I killed my best friend." (defiance.) I met his gaze with a mixture of awe and sorrow (interest.) "You're trying to hurt me," I simply said. "it was a good try." He looked down (shame) and started to cry. I consoled him. His shame was enough of a consequence.
A small selection from the vast amount of literature on eye gaze:
Cultural Display Rules Drive Eye Gaze During Thinking
Oxytocin differentially modulates eye gaze to naturalistic social signals of happiness and anger Just interesting.
Early cortical specialization for face-to-face communication in human infants