I'm not sure about other creatures, but don't seals and such spend a lot of time above water, too?
The only thing I can really comment on is that it's not necessarily the case that scales would mean she'd have to be rendered shiny - it's just artistic liberty there, that she could have scales and not be rendered shiny.
The thing is the sprite is not specifically detailed enough to make a call one way or the other, it doesn't make it impossible that she has scales. The thing about scales is that rendering them is a detail so exact that it can be jarring to an otherwise simple graphical style - similar to gills that were on earlier versions of concept art. It is probably safe to assume that Naija has gills, but they aren't displayed because it wouldn't mesh well with the graphical style of the sprite and the game. Scales are probably similar.