The Controller in a Scene has to be a device that transmits when activated. For example, an Insteon or Zigbee wall switch can transmit when pressed and that signal can trigger a Scene in the P2. X10 switches don't transmit so Scenes can't be triggered that way. You could use an X10 Mini or Maxi Controller to do it though just using Automation Rules rather than Scenes.
However, you can do the same thing by setting up a Routine in the Alexa App. Sitting in my office I can say "Alexa, it's dark in here," and Alexa tells the P2 to turn on several X10 lamp and appliance modules and also tells the Lutron bridge to turn on the recessed lighting. Let me know if you need any help setting it up.