I’m not sure. My first inclination was to say the Aux can’t tell the Inovelli to send a scene, but the 1.54 firmware update on the dimmer fixed “Aux Switch Not Causing Scenes to be Sent”, but I’m not sure what that means.
I don’t have anything set up in that configuration so hopefully someone else can jump in and answer.
EDIT: See this regarding scenes from an Aux with a dimmer: