Well, for anyone else who has the same "problem" as me here is the answer.
There is NO WAY to simply trigger a scene via MIDI without having some kind of virtual MIDI controller loaded. I personally think that is a mistake, but everyone's needs are different I suppose.
The trick to fixing the scene selection problem in the master page is to enable flash mode on the midi controller button in the console designer. When flash mode is turned OFF and you click a button, it stays active until you click it again. If you have linked a scene to a button and the button is ON, you cannot change the scene until you turn the button off, or turn another button on. I hop that makes sense. Enabling flash mode on the button triggers the linked scene, but does not make the button stay on, therefore, you can freely select another scene at any time. Again, I hope that makes sense.
Hopefully, Elation can make some improvements to Compu Show so that not every MIDI command has to be run through a virtual MIDI (or in my case a FAKE MIDI) console.