Full Idea
The 'scandal of philosophy' is not that this proof [of external things] has yet to be given, but that such proofs are expected and attempted again and again. ...The kind of Being of the entity which does the proving has not been made definite enough.
Gist of Idea
The scandal of philosophy is expecting to prove reality when the prover's Being is vague
Source
Martin Heidegger (Being and Time [1927], I.6.43a)
Book Reference
Heidegger,Martin: 'Being and Time' [Blackwell 1962], p.249
A Reaction
The 'scandal' was a remark of Kant's. Presumably Heidegger's exploration of Dasein aims to establish the Being of the prover sufficiently to solve this problem (via phenomenology).