Yes. Also tried the following variants with the same result: Variant 1:

$image->Read($filename);
$image->[0]->Set(scene=>15);
$image->Write(filename=>"testp%04d.tif",
              compression=>'Group4',
              density=>"240x240");
[download]

Variant 2:

$image->Read($filename);
$image->Write(filename=>"testp%04d.tif",
              compression=>'Group4',
              density=>"240x240",
              scene=>15);
[download]

And just in case the order of attributes made a difference in the "Write" command:
Variant 3:

$image->Read($filename);
$image->Write(scene=>15,
              filename=>"testp%04d.tif",
              compression=>'Group4',
              density=>"240x240");
[download]