Should Mix Scenes save/restore track settings?

It should. But there is a dialog that lets one check what to recall or not. 
 
From the help file:
 
To configure Mix Recall settings

The Mix Recall Settings dialog box lets you specify the type of data that is applied when you load a Mix Scene or use the Recall Previous Scene and Reset Mix commands.

1.Do one of the following:

• In the Control Bar’s Mix Recall module, click the Mix Recall drop-down menu, then click Mix Recall Settings.
• In the Control Bar’s Mix Recall module, right-click the Recall Previous Scene button.

2. In the Mix Recall Settings dialog box, select any of the following options:

• Controls. Recall track and bus parameters, such as volume and pan. This option toggles the individual Track controls and Bus controls options that are available when you click the Advanced button.
• Automation. Recall track and bus automation envelopes. This option toggles the individual Track automation and Bus automation options that are available when you click the Advanced button.
• FX. Recall track and bus effects plug-ins, including ProChannel and synths that are referenced by tracks. This option toggles the individual Track FX and Bus FX options that are available when you click the Advanced button.
• Defaults. Reset the Mix Recall Settings dialog box to its default settings.
• Ask this every time. Select this check box if you want to be presented with the Mix Recall Settings dialog box every time you load a Mix Scene.

Click the Advanced button to show/hide the following options:
 

• Track controls. Track controls include the following parameters:

Gain
Pan
Manual mute
Automated mute
Solo
Volume trim
Input gain
Input pan
Send gain
Send pan
Send enable
Send pre/post
 

• Track automation. All automation envelopes that live in tracks, including track parameters and plug-in parameters.

Caution: If you insert or delete time/measures in a project, you might experience unexpected results if you load an old Mix Scene that contains automation envelopes. The automation envelopes will no longer be aligned properly with the project’s timeline. You might need to manually move the affected portion of the envelopes by a corresponding amount.
 

• Track FX. All plug-ins that live in tracks, including ProChannel and synths that are referenced by tracks.
• Bus controls. Bus controls include the same settings as tracks, but for buses.
• Bus automation. All automation envelopes that live in buses, including bus parameters and plug-in parameters.
• Bus FX. All plug-ins that live in buses, including ProChannel.
• Synth Rack. Recall soft synth persist data. When selected, all referenced synths in the Mix Scene will be restored to their saved state when a mix scene is loaded. When unselected, if a loaded Mix Scene references a synth in the rack, patches or samples will not be reloaded into memory and the existing synth state will be retained.
• Mains. Main bus settings include the following parameters:

Main bus left gain
Main bus right gain
Main bus left mute
Main bus right mute
 

• Offset values. Apply any Offset Mode values. For details, see Envelope mode and Offset mode.
• Auto-save when switching scenes. Before loading a different Mix Scene, automatically save the current mix to the current Mix Scene.
• Routing. Recall track and bus output routings.
• Apply to. Apply the operation to the entire project, or only to selected tracks or buses.

Entire project. Apply the operation to the entire project.
Track/bus selection. Apply the operation only to selected tracks or buses.