That sounds like only 1 zone was programmed and all the channels were put into that one zone. That would account for the inability to change zones - there weren't any other zones, and it would explain why it scanned all the channels.
As you program channels, the software places all channels entered into Scan List 1 no matter what zone you happen to be entering channels. You have to go to the Scan List column in each channel line and change that if you want the channel in another scan list. You can put any channel from any zone in any scan list, but you can only access that channel from the zone it's programmed in, so it's best to put all channels in a given zone in the Z slot. That way it will scan only the channels in the scan list in the zone you're in, and with user programming options, you can edit the list on the fly.
If you want special scan lists and want to keep up with what zones those channels are in, you can use the numbered scan lists to match the zone number, such as Scan List 1 goes with Zone 1, Scan List 2 goes with Zone 2, etc. An example would be to let Zone Scan do the normal scanning setup for Zone 1, and set up Scan List 1 with a different Scan Type to do only certain channels or channels in Priority A and B in Zone 1. With the right buttons programmed for user programming, you can select and edit the lists on the fly. Just remember that there are only 10 numbered scan lists, so Zone Scan is the only choice for each of the 32 zones to have a scan list of its own.