Steps to reproduce:
1. Create project and create multiple scenes in it (attached project has them already)
2. Right click on the any of the scenes that is not top most and select:
GameObject -> 3D Object -> Tree

Actual result: Tree object is created at the top most scene
Expected result: Tree object gets created at the selected scene

Tested and reproduced on:
Windows 10
Unity 5.3.3f1, 5.4.0b8

Not test prior 5.2, because multi scene editing did not exist