I haven't scanned the whole document, but the XG Scale Tuning addresses are shown on page App-14. Well, the full addresses aren't shown, but the last byte of the addresses are. There are 12 consecutive addresses, one for each note of the chromatic scale, in the same block as the addresses of most of the other multi-part parameters.
These 12 addresses let you tune each note of the chromatic scale within a range of -64 to +63 cents, where 0 cents is determined by the keyboard's overall fine tuning for Concert A. For example, if you were to change the overall fine tuning from 440.0 Hz to 432.0 Hz, then that would become the 0 cents tuning for A, with all of the other notes of the chromatic scale being based off of 432.0 Hz.
Thus, if -64 to +63 cents isn't large enough for some of the notes in your desired scale tuning, you might still be able to pull it off by adjusting the overall fine tuning such that -64 to +63 cents from the new overall pitch would let you attain the individual note tunings that you're looking for.
The practice of using Pitch Bend to achieve custom scale tuning is actually more flexible, since you can bend the pitch of each note over a greater range of cents. However, it's also much more cumbersome, because normally you would need to devote a separate MIDI channel to each note of the scale-- for example, use channel 1 to play all C notes (regardless of octave), use channel 2 to play all C# notes, etc. This is so you can set the Pitch Bend for each channel and then leave it alone, rather than having to apply Pitch Bend to each Note event, since that doesn't work as desired if you need to play different notes at the same time. Dedicating separate MIDI channels to each note of the scale lets you potentially use scales that contain as many as 16 different notes, such as C, C#, Db, D, etc., where C# and Db use different tunings.
Also, if multiple notes of the custom scale need to use the same tuning, they can share the same MIDI channel when using the Pitch Bend method. So in theory you could have custom scales containing many more than 16 notes. For example, if channel 1 were bent 0 cents, while channel 2 were bent up 50 cents, you could have a chromatic scale containing 24 notes using just those two channels.
By the way, the method of using Pitch Bend to attain custom scale tunings is normally used with keyboards or other MIDI devices that don't have the ability to use scale tuning messages such as are available in XG and GS. Also, the fine tuning message in GM (or GM2?) was modified long ago to allow each MIDI channel to be fine tuned, rather than just fine tuning the device as a whole. XG also has a message for that.
So you actually have a few different methods of attaining a custom scale tuning, and by combining two or more of them you have a lot of creative potential for attaining many different custom scale tunings.