The main concerns are slew rate (rate of change of the current), voltage hold off and price.
Slew rate: SCR’s are very limited in slew rate for a PF. The common solution is to use saturatable magnet cores that choke the current until they saturate. The cores need to be reset after every shot but that is known technology.
Voltage hold off: SCR switches are limited to a few kV so a stack is required. Firing multiple switches in series is challenging but not impossible. The problem is the voltage from the pinch which can be 1.5-10X the charge voltage of the bank. This means the switches must be crow barred to prevent damage. SCR’s conduct in only one direction so a reverse current shuts them off which can create problems.
Cost: Solid state PF devices exist up to the ~300 kA scale (look up Science Research Lab). The pulse power cost ~$1M at this level with an 8 kV charge and operation at 80 Hz. Scale up is non-linear so a pulse power system at 40 kV and 3 MA is going to cost far more than $10M.