I think you missed two things.
One is that module 1 is exclusively about improving your picking. He is still showing you the same(ish) exercise of picking on adjacent strings, just suggesting some different scales and notes you can play to preserve your sanity while you learn to mechanically pick the same 6 strings for hours/years. There was no intention of teaching you the actual scales.
You also missed and would probably enjoy... the video I can't find that was all about using pentatonic scales to work on your picking. It focused on E minor pentatonic though, http://www.pbguitarstudio.com/pdf_files/...tring_Pairs.pdf - he was applying the same concept to A minor in the video you watched.
It can be very helpful to actually print the lesson sheets, get a binder going with some dividers to sort them by module, and then add in whatever else you feel would help you understand them better, songs you would like to play, etc.