If you’re referring to numbering Scene Headings in the editor, there is no facility for that, just on compile as you already note.
Numbering things in Scrivener is a lot more challenging than in simpler text editors that put everything into one screen. Some of those challenges are brought up in this older post. While that primarily discusses numbering things in the binder/corkboard/outliner, the issues apply equally to any kind of dynamic numbering in the text editor as well.
It is unlikely that Scrivener will ever have anything other than what is provided by the Corkboard and Outliner numbering options: very simple, numbering of items in the view alone, with no attempt at knowing what number anything will have once it is compiled. It takes compiling to know that, simply put.