I wrote an extensive answer to this in an older question, and how it relates to singletons: https://godotengine.org/qa/41523/how-to-keep-all-choice-in-one-scene-to-other-scene
Godot 3 (and 2) games run in a single scene tree, for which the root is a
Viewport (the screen).
Your current scene is simply instanced as child of the root node. Singletons nodes (auto-loads) are instanced as siblings of the current scene, which is why they remain available.
When you use
change_scene(), Godot essentially removes the node containing your current scene, and replaces it with the next one.
Put simplified, in script terms:
var current_scene = root.get_node("MyCurrentScene")