Actually thought this is a missing feature, but on one of recent webinars Kaj confirmed that this should be a bug. So - here is my report.
Trimble SketchUp Pro 2019 (19.1.174)
I've attached a simplified model to visualise the issue.
1. Setting up scenes in SU with different visible layers (to demonstrate development of the model)
2. Adding these scenes as keyframes for the video in Enscape
In resulting video, layers are visible as per first (active) scene. No changes in their visibility during the video.
Just to confirm - is this a bug or a missing feature?