How to reproduce:
1. Open the user's attached "New Unity Project" project
2. Open the "Main" Scene
3. Enter the Play Mode
4. In the Game view press the "Load Scene" button twice

Expected results: The balls that were loaded after the second button press are not colliding with the balls loaded after the first button press
Actual results: All of the balls are colliding with each other

Reproducible with: 2018.4.30f1, 2019.4.16f1, 2020.1.17f1, 2020.2.0f1, 2021.1.0a9

Notes:
- Using "SceneManager.LoadScene" with the "localPhysicsMode" parameter works fine and the physics do not interact between different Scenes

With the fix, the scene is no longer simulation (by default) because local physics scenes can only be manually simulated. The very fact that they were supposed to be loaded into a separate scene but they continued to simulate showed that they were in-fact being loaded into the default (and automatically simulated) physics scene. You can manually simulate this but it isn't required. Ping me if you need more info - Melv.