Well, fcitx uses a different design (which is being used in windows at least since win 3.2).
The first input method in the list is considered as "inactive" state. And it remembers another input method as "active" state.
For example, you have following three input method configured:
1. keyboard us
2. pinyin
3. anthy
"Trigger Input Method" always toggle between "keyboard us" and another one from pinyin and anthy, which is being used most recently.
"Scroll between input method", is only usable when you're in active state, by default.
So it's only used to scroll between pinyin/anthy.
If you want scrolling all input method, including "keyboard us", you can check the "show advanced option", and check "include inactive when scrolling between input method". However, it's not based on the stack order. And you may only use ctrl+shift, alt+shift, ctrl+super, alt+super (the left and right key of second modifier means forward and backward).
Also, if you use more than 3 input method commonly, I'd suggest you to configure "input method selector" addon, configure the "global input method selectkey" should be enough for you, personally I use "super + z". I found it much more predictable than "scrolling".