You can only view and play the scenarios from the editor with test mode. The reason, the name of the .SCX files is too long. The limit is about thirty characters for the game engine.
If you load the scenarios through Single Player, Standard Game, Random Map, Scenario you will see that only part of the scenario's name displays in the box under Game: Scenario and after 'Start Game' the player gets the message, "The selected scenario is invalid".
AI files save in the .SCX file and you could play also invalid files through test mode, but the game engine does not recognise saved AI from invalid scenarios.
To fix and you have to for the playable scenario “Oliver's Unfinished Scenarios - Grand Theft Empires”, go to default/Microsoft Games/Age of Empires II/Scenario and shorten the file name to “Grand Theft Empires”, then play through Single Player, the AI will work and you will see the good bitmap, which you would miss playing from test mode.