Yep, the way bone scale works in 4.0 is much improved!
If you want the bone icons even larger than their usual maximum size, you can set the interface scale setting higher. When > 100 Spine will use 2x assets for all the user interface graphics, so the maximum size of the bone icons will be larger. 200 will give you the best results, though > 100 and < 200 is still usable IMO, if a little blurry in some cases (may not be noticeable).