How about writing it back to the database using the same what if model to save the scenario by the user?
Personally I don’t like the idea as it’s so simple to keep everything within Power BI and have users just utilize the slicer and filters made available.
Also I don’t believe you can write information back to a database with the core features inside Power BI anyway.
Then how the values get persist for the “what if” model if the user changes the values on all “what if” parameters? And he want to see whats the impact for the first scenario as compare to the one that he has done it for the second scenario?
It’s an interesting concept that isn’t easily solved with Power BI.
It’s not a topic I’ve really covered.
I think for now, you can still find the scenario you want, safe it as a screenshot or image (or remember it) and then go from there.
With the dynamic filter and context that comes from the data model there isn’t a simple solution to lock in multiple scenario one by one.
You can though use a technique like the one below. It’s gets you half way there because you can set up a table with multiple scenario all laid out already.