OIDC Custom Scopes

I set up a new OIDC connection for an Okta SSO integration and Auth0 is telling me that this connection does not support custom scopes. The only supported scopes are openid profile email. How can I add custom scopes in the OIDC connection settings? I’m not sure if I want to enable custom scopes if I need to change something in my Okta app settings or in Auth0.