Loading a scene asynchronously doesn't appear to be asynchronous. This has been tested loading a scene with around 10,000 cubes both with textures and without textures. The textures have also been included in their own asset bundle (which was loaded asynchronously) and left to be pulled into the dependency list of the scene bundle.

It doesn't appear to matter if the textures are included in their own asset bundles or not. The time it takes to load the scene is roughly the same each time. However, each time the scene does hang for a second before loading the scene

Reproduction steps:
1) Download the project from one of my comments below.
2) Open project, click Build -> Asset Bundles
3) Play the scene (load_scene if it's not open by default)
4) Click the load button
5) Watch the cube stop for a second before loading the new scene

You can change the textures in Large Textures to have their own asset bundle or not and change the loading code to load or not load the texture asset bundle.

Profiler Spikes:

Textures Included:
Rendering - 27.0ms
Scripts - 34.5 ms

Textures in their own bundle:
Rendering - 27.6ms
Scripts - 33.9ms

EDIT:
Project link:
https://fogbugz.unity3d.com/default.asp?ixAttachment=170688&pg=pgDownload&pgType=pgFile&sFilename=LoadSceneAsync.rar

This is a project I made based on the description since the original project link was dead. The steps should still be the same.