What version of CE/Unreal are you working with?
In general: If you select a scenario to export the selection has no effect on it. All objects of a selected scenario are exported
The different scenarios should be available for selection/deselection as soon as the you check the general "Export Scenarios" option
If this is not a case this might be a bug.
To further investigate (if you still have the described issues) we would need you to share the CE project with us.
Best
Jonas