In FOTS, yes they can.
Though the effect is minimal for noobie ninjas, scouting for army does slightly increase the army's movement points. I believe there's also a perk on the ninja tree for a further 10% movement embed bonus.
Spying, as far as I can tell, reduces the chance of your ninja being spotted by enemies on the campaign map. My +3-into-spying (covert agent and its follow up) assassin doesn't get discovered very often, letting him move about more hassle-free. It's not foolproof, however : I'm currently trying to determine whether the proximity to a town makes it more difficult to stay hidden.