There are also "recall filters" in each individual channel, which need to be enabled in order to recall them - not just the recall fiters in the scenes window. Otherwise recalling scenes works flawlessly with UC Surface 2. I just checked it with my RM16AI and can't really understand your problem. What "on switches" do you mean? In each channel the on/off buttons for Gate, Compressor, Equalizer and Limiter? If the recall filters in the channels are activated, these settings are stored with the scene and recallable.
You should make a test. Recall scene #1 (Zero Out/Board Reset), make some changes to channel 1, save this as a new scene (with all filters activated). Recall another scene, then recall the new scene. If this works (if you see the changes), your scenes need to be made new.
If this doesn't work, give your mixer a factory reset (with the option card pulled out). You need to save any settings you want to keep, because a factory reset will renew anything inside your mixer. A factory reset is needed if there are "funny" symptoms like the one you decribe. It makes the mixer work normal again.