Yes, questions are asked over/over. It happens even in message boards with stickies and powerful built-in search capabilities. ... and more often with a hit-and-miss built-in search and no stickies.

Thanks for looking first, though.

Memory tells me I do not think tempo is a scene option. But I'll check.

Searching using google and "site:yamahasynth.com montage scene tempo"

The first hit shows Motif XF scenes supported saving tempo.

Second hit mentioned that unit multiply - which can change the interpretation of tempo for certain things is saved in scenes. Not tempo itself - so if you're sourcing tempo for external gear - this isn't going to change it.

https://www.yamahasynth.com/forum/tempo-sync-via-audio-in#reply-23150

Taking a quick break from the search above - I searched Moessiuers site for scene tutorials and started watching: https://www.youtube.com/watch?v=UKi62aAy_Z0

I didn't have my board plugged in (again) from practice and wanted just a rundown of what's saved. @ around 4:30 - we see that ARP/MS FX 1 has "unit multiply" - this is your only tempo control.

https://youtu.be/UKi62aAy_Z0?t=260

Here's what "unit multiply" means - from the Montage Parameter Manual:

Unit Multiply Adjusts the Arpeggio playback time based on tempo.
By using this parameter, you can create a different Arpeggio type from the
original one.
- 200%: The playback time will be doubled and the tempo is halved.
- 100%: The normal playback time.
- 50%: The playback time will be halved and the tempo doubled.

So you sort of have control over the tempo. Not the ROOT tempo. But unit multiply may be adequate for what you're trying to do depending (example: your goal is to speed up or slow down the internal ARP and Motion Sequence).

Thanks Jason!
As always. You are a great help!

Now to the insanity of this. 
You can not dial in 98% or 105% Unit Multiply has fixed settings like 75%/133%!
Not being able to change tempo via scene. Is Just lazy coding and Totally Illogical!
Yet another Defect/Shortcut in the design of Montage.
Tempo may be Global. But like every good Arranger and A lot  Keyboards. Scene changes with a tempo change.
They can all do it.

So why isn't there a Tie to tempo in the Scene???
Music is not static! BPM is not fixed it is the average  tempo of a song.
If You can make the Montage follow a incoming audio beat signal. Which is pretty amazing to use.
Then Varying tempo by Scene. Should be easy comparatively!  And Yes The envelope follower would have to take priority. 
And skip/Stop that section of code.

How it is(Should) Coded: *** And all this code is already mostly there!
When a performance is selected. It loads a Table with all the Parameters of that Performance.
Each Scene occupies a Slot in the table(A record). With that performances 8 Scene settings. *This is how it should be coded.
So each Scene is a record in the Table. 8 records
(Whats missing are the settings for. Tempo and Key engaged).

So Right now. The montage:
Loads the Settings from each Scene Change.
A performance. May be in a code section called a 'Function'. That stays in that function. 
Until some other Montage control makes it exit that function. Still A function of code. 
Can pass values outside of the function. Or You can also address. Global code values within a function

What needs to happen!
Add a Tempo setting area to the scene record in the table. Add the Info for Weather A key is pressed down(MIDI Signal)
when the scene Changes. Yes a area to hold the old Scene settings. Would have to be built. 
*** A mirror of what is holding the Scene info now.
And when a New key is hit. That area is written over with the new scene info.
This could be a Variable outside of the The Scene table. It is only read. When a scene changes.
And 
Pass those settings on to Global. 

Now I am not going to get into Coding for a Key being engaged(Note holding until a new Key is pressed.)
I do not have the code in front of me.
But. I believe a Scene change is on the Measure(Should be). So there should be Absolutely no problem. Passing a tempo change to Global tempo.

Not lazy programming - just not what you want. Unit multiply since the dawn of Yamaha (Motif) time has meant you have steps.

Motif ES manual pg 192:

Unit Multiply - Adjust the Arpeggio playback time. For example, if you set a value of 200%, the playback time will be doubled
(tempo is halved). On the other hand, if you set a value of 50%, the playback time will be halved (tempo is doubled).
Normal playback time is 100%.
Settings: 50%, 66%, 75%, 100%, 133%, 150%, 200%

Original Motif manual pg 50

ARP Unit Multiply - Adjust the Arpeggio playback time. For example, if you set a value of 200%, the playback time will be doubled
(tempo is halved). On the other hand, if you set a value of 50%, the playback time will be halved (tempo is doubled).
Normal playback time is 100%.
Settings: 50%, 66%, 75%, 100%, 133%, 150%, 200%

... so again, Unit Multiply may or may not work for you depending. Tempo manipulation unfortunately is one of those things I wish there were more "knobs" (physical and virtual) to turn. This isn't the case.

Scenes allow for some tempo interpretation by ARPs and MS if you can work within the boundaries.

I'm not saying what you're asking for is unreasonable - just that I do recognize that unit multiply isn't the tool for the job if you want free reign.

We're both asking for more direct control over tempo - but all you can really do now is use an external clock source and try to "send" something out MIDI to make the external device switch tempos in response. Outside of ARPs there is little that can be sent through MIDI to the outside world at will. You may be able to try to synthetically offset tempo by creating a "click track" with different note lengths that slightly offset tempo and feed into the sidechain tempo resolver. Lots of duct tape solutions where direct control isn't quite there.