At the moment you would have to place a timeline action at the end of any animations on the "Main Timeline" of each scene that Jumps to the next scene. The video export option will then play all animations in each scene.
If you have additional animations in your scene you can place an action to start the animation at whatever time in your "Main Timeline" again this will then be included in the video export.
Scene 1 -> No animations (place a timeline action at frame 1 to Jump to next scene)
Scene 2 -> Animation ( 2 sec duration on "Main Timeline")
RESULT -> Video export (2 secs at 30fps)
Scene 1 -> Animation 1 (1.29 secs on "animation 1" timeline) Animation 2 ( 2 sec on "animation 2" timeline)
Place a timeline action frame 0 (Start timeline "animation 1") at frame 00:01.29 place timeline action (Start timeline "animation 2") at frame 00:03.29 place a timeline action (Jump to scene->Next Scene)
Scene2 -> Animation on "Main Timeline" (2 secs duration)
RESULT -> Video Export (5.29 sec video at 30fps)
What you are asking for does sound like a request so if you want to post it as a request then by all means post it. As it stands there is no way (apart from the above) to do what you ask in my opinion.