You’re correct that it’s no longer an option for scenes. It is, however, an option for automations.
So if you can use an automation instead of a scene, that’s the easiest way. It can still be triggered from a button push if you mean a physical button.
If that doesn’t work for you, the two main methods that people are using is either to always have the security mode follow the location mode, which may work as long as you don’t use any custom location modes.
Or use virtual switches, which can get a little complicated.
But first see if an automation will do it. Tap the + in the upper right on the main screen, choose automation, and try that.
You might also find the following FAQ helpful. It shows how you can trigger an automation just from a tile in the app, like the old routines.