When I change modes when the camera is on, using the dial, the new mode
won't "take".

Here's an example.  Most of the time I take distance shots, with the camera
on "scene" mode set for distance (the "mountains" icon).  Then I come across
a flower, and set the mode dial on auto, and press the macro button on the
back (picture of flower).  Though the flower icon appears on the LCD screen,
the camera will not focus near (it won't allow any half-way-button-push
focus), but acts as if it were still in distance focus mode.  Any closeups
taken at this time will be blurry.  If I turn the camera off, then power up,
it will now be in macro mode, and allow close focus.

Similarly, if I then put the camera on "scene mode" using the dial, turn off
the macro button, attempt a distance shot, the camera acts as if it is still
in auto mode, and will allow close focus -- unless I then turn the camera
off and power up again.

What gives?  I thought I would find a clue in the manual, but I don't.