Hello-
What you describe is a known issue, which we hope to address soon.
In the meantime, here is a workaround, which should simulate what you are after: attached below are the additional 6 modes of the major scale written as scala files (you can use the included “Major” scales as the “ionian” mode. You can copy these onto the SD Card in the MISHA/scl folder, and then, using Setup/Scales/Add via SDCard you can load these, say, into your U1 user bank so that you have U1-1=Major, U1-2=Dorian…U1-7 = Locrian. Then, when you switch among these scales it should work just as you like. (I.e., you will be moving from scale to scale in the U1 bank, rather from mode to mode on the Major scale). Let me know if you need any help doing that and how it works for you, thanks.
