This confused me as well, I don't know if I thought the cards I didn't keep in my deck after a scenario would later be available to swap in and out because I felt like that's how it "should" work or if the game just didn't explain the mechanics thoroughly.
I even read through the rules but I don't think it's addressed there either (is the Rules section just a complete copy and paste of the physical game's rulebook? The way it reads it seems so since it makes references that don't make sense unless you're physically interacting with cards).