Contrary to most fans' belief, the directors DID think about who is Nala's father, but hoped nobody would notice it. Brian Tiemann wrote on
this website in which he asked Roger Allers and Rob Minkoff (the directors) about who is Nala's father (to which they stated it could be Mufasa or Scar). Both directors stated they "joked about this during production, tossed around some off-color gags, and eventually decided that they just "hoped nobody would notice"".
I don't know what they mean by "off-color gags", but it sounds to me that Nala's father was mentioned in the script, but was deleted like Bhati, Mheetu, Tesma, and Iggy were during production.
Now about the Mufasa or Scar being Nalas father, Tiemann mentioned Rob "muttering into his sleeve", while confirming Nala's father was "either Scar or...Mufasa." Based on that gesture of muttering into his sleeve, it tells me he doesn't sound very confident in his answer.