The SciTE on my system behaves more like what you want but even not exactly like that. But for some reason, I don't find the setting which causes the different behaviour.
There are (currently) two comments to the ticket I've created* - but I'm not sure what to make of them: http://tinyurl.com/5frmdf (https://sourceforge.net/tracker/index.php?func=detail&aid=2100400&gr... 2439&atid=102439)