Updated At Bottom:
Let's start by pointing out that I have done several Google and forum searches for this answer before posting this. Nearly every answer just claims that you just have to have seen all 9 then see the hidden scene in Chapter 1.

So I have collected all 10 scenes for Hot Spring Scenes, 9 from the Overlords + Cereberus and the Chapter 1 Hot Spring Special scene that has everyone in it. After viewing the scene in Chapter 1 I did not receive the trophy. All of these scenes were done on the same save file and they are all available in the Royal Quarters, this does include the 10th scene.

So my question is this, Do I have to see all 10 cut-scenes in the same play-through? Meaning that I would need to see the 2 hot spring scenes in Chapter 1, the Overlord's and the Special, and then see all 8 other scenes in that same Trillion existence without moving to a next play-through?

Update:
For anyone in the future that may encounter this problem. I have found a solution that worked for me and I will update the first post.

To receive the achievement I reloaded a clear game save that already had the 9 scenes but had not viewed the 10th scene. I then took the Challenge Mode route instead of story. After picking Elma I continued to just Rest until I received the scene which didunlock the achievement this time.

TLDR: Go into Challenge Mode and get the scene instead of Story.