I could fight that on boring technicalities and corner cases but I won't.
Actually I will.
So a "scanline" on a CRT is actually the part that has the image drawn on it. What most people refer to as "scanlines" are actually the opposite - they're the blank lines in between the real scanlines. So in this regard, a PS2 does display its image with scanlines on a CRT.
Additionally, some games on the PS2 (such as ICO and I
think the Mega Man X Collection) display in 240p as opposed to the console's traditional 480i output, which results in the visible scanline effect most people think of when they refer to "scanlines".
The RetroTINK 5x in particular also supports a function called "CRT Simulate" which attempts to recreate the look of interlaced content on a CRT while still outputting it to an HDTV.
https://youtu.be/AZvEwGVYdRA?t=323