It would be better if Neural used terms like “retain” and “discard”, similar to the Line 6 stuff. Using “saved” is confusing. Although they specify the bypass state is automatically saved to a scene, nothing is actually saved. Although I haven’t tested them extensively, in the current firmware, I think the bypass options only retain/discard the bypass behavior between scenes, not “save” it. I believe you still have to also do an explicit save of the preset.
If you modified a block’s bypass state in a previous scene, the QC’s bypass options determine whether any bypass states you modified are retained or discarded when you switch away from (and potentially back to) a scene, Additionally, the bypass options can handle bypass changes differently depending on whether they were done via footswitch or touch screen.