I may not be much more experienced at this than you, but here is my offering on the topic...
My experience usually has to do with either my "geezer" band or with theatrical lighting. Just as there are "scene changes" in a play or stage production, you might want scene changes in your lighting set up.
Keeping in mind I am in a band, not a DJ, I try to set moods for the audience that still let us see our instruments. So for a soulfull ballad, I might use blue...but for a faster tune I might add red (that is a second "scene"). To create a different feel for the next song, I take out the blue for a third scene.
Chase is device 1 to device 2 to device 3 to device 4...etc. It can be timed (each lighting device on for so many seconds before the next change) or it can be flashing/changing to the music beat...
Keep in mind that my description is not "all inclusive". A scene could be specific moving heads along with stationary PAR at a specific intensity. The next scene could be a different intensity on the PARs with the same or different colors included and the moving heads off while other effects lighting is on...
I think. At least I have seen a local lighting tech at the theater set up scenes on their big board that way for touring dance troops and outdoor music festivals.