I had/have the same Issue: some WMS worked in Agol 3d Scenes, some not, even if they work in 2d maps.
Esri Support awnsered, wms must have an elevation source defined somehow, e.g. "on the ground".
Using Esri Workflow (Arcgis-Pro/ArcgisServer) this might work. However - i didnt figure out yet, how to use other wms sources...