Read page 27 of your manual. I think it addresses your issue. It's not totally clear to me, but it appears to adddress the fade between scenes issue you have, but it is describing this more in regards to chases.
Hitting the blackout button results in an IMMEDAITE blackout. It's how the console is designed. If the above idea works, then if you want a "fade to blackout", you'll need to program your own blackout scene and then set your speed fader and select your blackout scene.
A lot of assumption. Hope some of it works out.