Are you sure you're saving the Scene correctly? Sorry if it seems obvious, but i have a padkontrol too, so just trying to help out.
All I do with mine is hit the pad I want to map, press the 'Setting" button, use the rotary knob to get set it to the note I want, then you can just press the next pad and use the rotary again to set that one to the note i want, and so on for all the pads.
After you got that all your pads set to the notes you want, hold down the 'Scene' and 'Prog. Change' buttons, then the Display and "Setting" button will flash, just press a pad and remember which number it is and hit the "Setting" button again and it'll save the scene to the padkontrol.
Next time you want to load it up, just press and hold the "Scene" and hit the pad you saved it to.
I mean it's really that simple anytime I do it, if you're already doing this and its not working, something might be wrong with your controller. Maybe time to hit up Korg's product support people, or get a new controller lol