I am also having problems with one of these scenarios, Volcania. I cannot add entrances or exits to the unfinished Rollercoasters because the game tells me I am not allowed to move or modify the station. The same happens with a different version of this scenario. I was first going to report it as a problem with OpenRCT2, but it's just the same in the original game. The funny thing is I never actually played with OpenRCT2 until today, and I just happened to pick a scenario which doesn't work, which made me create an account here to report this, but since it also happens in RCT2 the problem must be the scenario itself.