They count. It is stated nowhere that only what you do in an accomplished scenario counts for your personal goal. (unless it is stated on the personal goal, like complete X scenarios of Y type)
Since reading this something I thought was obvious has nagged at me:
For your example, "Complete X scenarios of Y type" is it implied that you must "Successfully complete" X scenarios, or is "Finishing" a scenario (success or fail) the same as "Completing" it?
The rule book section on "Finishing a scenario" never mentions the word "Complete" alone, but makes a couple of references to "Successful completion."