Ok, it's my fault, I haven't explained it good enough.
When "Use selected bank" is checked, you CAN NOT choose banks in Autopilot. Autopilot is choosing scenes from currently displayed bank(in main Moncha window!). This is the meaning of "Use selected bank".
If you uncheck, you can choose banks you want to use by Autopilot. If you uncheck all banks and keep also "Use selected bank" unchecked, Moncha doesn't run Autopilot.
I think, this is correct behaviour. Maybe the "Use selected bank" name is a little bit confusing. It means selected bank in main Moncha window, not in Autopilot.