How to reproduce:
1. Create a new project and open it
2. Create two new scenes (Scene 1 and Scene 2) and open one of them (Scene 1)
3. Create a material and change its color
4. Change your active scene to Scene 2
5. Now either use the Undo shortcut or use the Undo button under the top "Edit" dropdown
6. Observe that nothing happens, undo history is cleared

Expected result: actions that are not related to scenes do not get cleared from undo history after changing scenes
Actual result: undo history is always cleared after changing scenes

Reproduced in: 2020.2.0a18, 2020.1.0b16, 2019.4.4f1, 2018.4.25f1, 2017.4.40f1