From your video it appears you've disabled the style change warning. Since axis and guide visibility are style settings and you aren't updating or creating a new style when updating the scene, it's no surprise that the axes and guides are still showing in that scene. When you click on that scene tab, you are not only returning to the camera position but also the style associated with the scene.
When you click to update the scene after making a style change, you should see a warning box like this.
Screenshot - 1_28_2017 , 4_48_38 AM.png
To re-enable it go to Preferences>General and turn that warning on again. Then make the appropriate selection from the first two choices.
Screenshot - 1_28_2017 , 4_52_38 AM.png
By the way, this warning is nothing new. This has been part of SketchUp forever. Or at least back to version 3.