|Of course, Mr. Roddey has never really coded a lighting system. He's played with Radio Ra but that is a very basic and small system but it demands that you send to it the raise/lower command and it manages how and to which devices the commands are sent.
I've done drivers for RA, Homeworks, and GrafikEye, in the Lutron family, as well as Vantage Q, Z-Wave, and X-10. I'm as familiar with home lighting system protocols as anyone here I'm sure.
Everything is relative. If someone is considering the RA system, and will likely have 32 or fewer loads, it wouldn't be much of a strain to do scenes externally as long as some basic support is available in the lighting system, namely to start ramping to a given level over a given time. If it has the ability to send a command to multiple loads, or to groups, that would make it even easier. It might not be as smoothly coordinated as a built in scene capability, but many people wouldn't consider the difference worth a $1K.
Though, as already pointed out, RadioRA does support scenes, 15 of them anyway, via the phantom buttons, and they can be invoked by the automation system. And of course the automation system can invoke more than one of them at a time, to create 'meta-scenes' if desired which would provide more possibilities.
Obviously if you have a system that provides on-board scenes, then use them, since they are then available via wall switches potentially. And if you have a seriously slow system it will be less coordinated, though if you have < 32 loads in the whole house, you aren't likely to have a lot of them in a given room where any one person would notice staggering of the dimming when setting a scene on that room.
Even on slow system like Z-Wave you can turn on all the loads in a single room so quickly the user won't notice much of a lack of coordination in the ramping, and of course it supports groups so you can really set multiple loads at once if you want them at the same level.
Anyway, the point is that it's all relative. There's no one answer, and I never said there was one answer, just that it can be done multiple ways, based on what you can afford and what you want to achieve and what the hardware will allow.