Is it important that it is the frame itself? I think this is a rather low level scenario that was probably not covered for Scala-Swing. You could always install a single component that does the drawing:

import scala.swing._
import java.awt.Color
new Frame {
 contents = new Component {
 preferredSize = new Dimension(400, 400)
 
 override def paintComponent(g: Graphics2D): Unit = {
 g.setColor(Color.red)
 g.drawLine(0, 0, peer.getWidth, peer.getHeight)
 }
 }
 pack().centerOnScreen()
 open()
}

would this be suitable in your case?

Note that (not just in Scala Swing, but in Swing generally) every JFrame has a "content pane"; doing things with a JFrame often involves interacting with the content pane, rather than with the frame itself.