You can save scenes with different settings, but only of the blocks that are in the scene.
Imagine it as lights (a common use of scenes as a terminology): You have a blue, a red, a green, a yellow, and a white. Scene one has blue, red, green. Scene two has red and white, Scene three green and white, and so on. The benefit is you get multiple lights on and off with one switch, as opposed to manually turning on those needing and turning off those not needed. The limitation is you cannot pick a different color than blue, red, green, white. Not to get too weird, but as you can turn on blue and red to get a sort of purple, wise selection of effects allows you to layer two or more to approximate another.
X/Y gives more options (or more lights in the example) but there are still ultimately limitations on what you can add to scenes. If you really need such diverse setting variations, presets may be a better option.