I think it depends on the age and their skill level. My DD was in kindergarten soccer a couple years ago, and all I can say is thank the Lord that they didn't keep score. There was one team that completely dominated (hand picked by the Park and Rec leader)
while my DD's rarely had a full team due to schedule conflicts, crying, or dandelion picking while being goalie! 
Most of them were just beginners, so it was nice for her to get a taste of a real game without the stigma of losing attatched to it. Luckily, she found out she hated it so we are done with soccer! Woot. But, by the time they are grade school age and past the beginner level, they should be keeping score. Like others say, that is part of learning the game. It's part of life and children should be prepared to be humble winners and gracious losers.