I've been using KeyShot 5.3 Pro and my company recently upgraded to 6.1 Pro. I always used Scene Sets as part of my workflow so I am very familiar with how they work. I noticed a new option in KeyShot 6 when I choose to add a new scene set. There is the standard Name: Camera: then there is a small box underneath those in the bottom of the small window reading Link Materials. What exactly does checking this box do?
It links the materials between your different scene set. That is, if you change the color of a material in one scene set, the same material will change color in the scene sets with linked materials.
If you do not link the materials, copies of the materials will be created and changing colors in one scene won't affect the others.
Play around with it and you will quickly get the idea of how it works.