Well, the MIDI fine tuning messages adjust the overall tuning-- that is, all notes at once, either for a particular channel or for all channels. But if you're really interested in fine tuning the individual notes of the scale, that's something else. Many keyboards do have MIDI messages which can be used to alter the fine tuning of each note of the scale in order to have tunings other than 12-Tone Equal Temperament, but those messages tend to be specific to each keyboard manufacturer, so they're System Exclusive messages but are different messages than the Universal System Exclusive messages for fine tuning and coarse tuning.
So if that's what you're really after-- tuning the individual notes of the scale-- you'll need to look at the MIDI documentation for each brand of keyboard you're targetting. For example, for Yamaha keyboards the scale-tuning messages are part of the XG standard, and for Roland keyboards they're part of the GS standard. Note that any SysEx messages which a given keyboard doesn't recognize will simply be ignored, so it should be possible to include manufacturer-specific scale-tuning SysEx messages for multiple brands in the same MIDI file, such as adding the necessary XG messages for Yamaha keyboards, followed by the GS messages for Roland keyboards, followed by whatever messages Korg uses, followed by whatever messages Casio uses, etc. Each brand will just ignore the messages for the other brands, and each model that isn't capable of scale tuning in the first place will just ignore all of the messages it can't handle.