This is a bug that it doesn't work the same way when triggering it with MSC vs using the Spacebar. I will add this to our tracker.
For now, here's the easiest workaround I could come up with: This file (Fade Demo.izz) will make it behave the way you want it to (and also led me to discover a different bug involving trying to deactivate an activated Scene you're transitioning into mid-transition). If you're clicking around to deactivate Scenes mid-transition that you've already activated you may get an assertion dialog about failing to deactivate the Scene, but it you press "Continue" everything is fine.
The trick is to put a MIDI Show Control Watcher paired with a Text Comparator looking for the cue number of the next Scene (the one you want to "bump" in). When you hit that cue, it'll trigger the Activate Scene actor and bump the next Scene in.