The scrying spell states:
You can see and hear a particular creature you choose that is on the same plane of existence as you. The target must make a Wisdom saving throw, which is modified by how well you know the target and the sort of physical connection you have to it. If a target knows you’re casting this spell, it can fail the saving throw voluntarily if it wants to be observed.
Instead of targeting a creature, you can choose a location you have seen before as the target of this spell. When you do, the sensor appears at that location and doesn’t move.
First off, it wouldn’t really make sense for a location to make a saving throw, and that’s rather strong evidence that one isn’t made, but we can look closer as well if that isn’t enough.
Notably, the targeting-a-location clause happens at the very end of the spell description, well after the other clauses. While this doesn’t explicitly mean the previous parts don’t apply to it, we can logically conclude that they do not or the location effects would have been listed sooner. Furthermore, the location-targeting bit simply says the sensor appears and doesn’t move without restating any of the saving throw requirements.
From these I would conclude that the saving throw simply does not happen when targeting a location.