That’s not a bug. The scene change happens in one frame, and you’re still holding return after the scene changes, since you’re not superhuman and cannot hold it for less than 1 frame.
You’ll need to implement a toggle state global variable that ensures it only counts the action as happening once.
You can read more about the concept here: How to toggle states using Variables [GDevelop wiki]
But basically, you want a global variable that gets set to 1 (or true) when you press return as part of the switching scenes event, and gets set back to 0 (or false) when you release return.
Then you add a condition that requires the variable to be 0/false as part of your change scene variable.