The 'Scene' modes are intended for users that have little or no knowledge of photography and do not wish to learn. They bias the camera settings and turn on / off certain options that work better in a particular type of photograph.
So for example putting it in the 'sports' setting might set AF to AF-C and bias the camera toward a higher shutter speed at the expense of aperture and / or ISO. In 'landscape' it might bias toward a smaller aperture to get more depth of focus and set the jpeg engine to render using a landscape setting.
I do not believe I have ever seen a definitive list of what each mode actually does.
YMMV but I personally feel no one serious about photography should be using those. They act as a crutch and arrest your development as a photographer without really teaching anything. And as you point out don't seem to make all that much difference anyway.
Better, IMHO, to put the camera in Av or M modes and actually learn what you should be doing.
Of course they are handy if you have to hand your camera to the waiter to get a shot of you.