what brand bulbs? I know hue (maybe others) will not take a color command if the bulbs are off, So if the bulb is off and homekit sends "color" then "turn on" the color command is ignored. Playing the scene a second time should get it.
also check out the eve app, it lets you pick which parameters are stored in a scene. might help you visialize better what's actually stored.
and the obligatory, you've rebooted all home hubs?