As far as I know:
Я скучаю без тебя. = Мне скучно без тебя. (It's dull/boring/not fun for me when you're not here.)
Я скучаю по тебе. = Мне грустно без тебя. (It's sad for me when you're not here; I miss you; I'm lonely without you.)
So the two aren't mutually exclusive, but the emphasis is different.