Thanks for reporting this but I would not consider this a bug. The Scene will load whatever state of the FX Chain/Preset etc. is in when you save that Scene. It will not be possible for us to update the data within a Scene when you update that data outside of the Scene, it must be saved again.
The easiest/quickest method I can suggest for updating your Scenes would be right-clicking the Scene and selecting “Remove all actions” and then right-clicking it again to “Capture Scene”.
