Unfortunately it will only remain visible if you use immediate option for showing/changing scenes as the scene transitions effect the whole screen. You could create custom scene transitions using interfaces or maybe via shaders, but those would require a bit of work & experimentation.
As for the show interface permanently option, it's just to prevent the interface from being hidden automatically during any of the different type of cutscene events, which includes: begin/end cutscene wrappers, hide/show cursor wrappers, display/narration texts, & active dialog selection.
Quick note: the fade effect can be done manually very easily via an interface & tweening the opacity for it via a to() function like so...
execute a script:
Interfaces["example"]:to(500, {Visibility = 100}) -- fade in
pause for 1000ms
execute a script:
Interfaces["example"]:to(500, {Visibility = 0}) -- fade out
or via the
start color overlay action part - however I don't remember if that effects the entire screen or just the scene.