The "save your preset as active" (or inactive) applies to MIDI Program Change. I'm guessing that when you say "scroll" you are using CC to go to the next or previous presets.
Currently, the CC approach does the same as pressing the switches, meaning it changes the "pending" preset – you have to hit another switch to load it.
The next software version, due in a month or two, has the ability to set up a CC to load (make active) the next or previous preset, which sounds like what you want.
