It can be a little confusing at first, but scenes are not stand alone entities. They are basically just one of 8 different saved grid states for each preset. They only set the bypass state and current selected channel of each block on the grid, plus a few other features like scene controllers and scene levels which you can learn about later.
One way to think about it would be like a traditional pedalboard rig. The preset and grid would be like your whole rig. The blocks would be like your individual pedals, amp, cab, etc. Each block has different channels kind of like how an amp might have different sets of knobs for each channel. Scenes would be sort of like the saved states of a programmable loop switcher to control which pedals or amp channels were active or not.