If I understand you wish correctly, trails won’t help you, because you want to have effects in the new scene as well.
I was just pointing out that spillover is not so common in hardware, simply because that would require twice the processing power. But the wish is a good one, this is what one would expect to happen, especially in a more quiet piece, or if you use really prominent effects in one part, having those cut of would simply ruin the track.
However, helpful workarounds might be these two wishes, because then you could at the very least work with other hardware to adjust mixer settings, and you would not need a new scene to change a synth engine: