what happens if we leave urine scald untreated for rabbits?

Left untreated, your rabbit will suffer. It is called 'scald' because that's what it feels like to the rabbit -- as if it had been burned. Urine scald is painful. It may be prevented depending on what the cause is. For those rabbits that have it for unpreventable reasons, the wound needs regular proper treatment.

Here's an article about different ways to treat it:

http://www.disabledrabbits.com/urine-scald.html