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SCRs only conduct in one direction - like a diode in that sense.
For conduction back through the gate, an internal "diode" would need to fail (breakdown voltage).
I think the gate breakdown voltage is not usually listed in datasheets because the cathode-to-gate in these devices can take the full reverse voltage allowed by the device.
The internal schematic of an SCR looks like this:
In a normal transistor the emitter-base breakdown voltage is pretty low (~6V) but I think in this structure it is much higher.